What is the main difference between these following two ways to give a method some fake implementation?

I was using the second way fine in one test but in another test the behaviour can not be achieved unless I go with the first way.

These are set up via:

IMembershipService service = test.Stub<IMembershipService>();

so (the first),

using (test.Record()) //test is MockRepository instance
{
 service.GetUser("dummyName");
 LastCall.Return(new LoginUser());
}

vs (the second).

service.Stub(r => r.GetUser("dummyName")).Return(new LoginUser());

Edit

The problem is that the second technique returns null in the test, when I expect it to return a new LoginUser. The first technique behaves as expected by returning a new LoginUser. All other test code used in both cases is identical.