In my query I need to return instances of a class that doesn't have a default constructor (specifically this is in a custom Membership provider, and MembershipUser is the culprit)

var users = from l in context.Logins
    select new MembershipUser(
        Name,
        l.Username, // username
        l.Id, // provider key
        l.MailTo,
        l.PasswordQuestion,
        l.Notes.FirstOrDefault().NoteText,
        l.IsApproved,
        l.IsLockedOut,
        l.CreatedOn,
        l.LastLoginOn.HasValue ? l.LastLoginOn.Value : DateTime.MinValue,
        l.LastActivityOn.HasValue ? l.LastActivityOn.Value : DateTime.MinValue,
        DateTime.MinValue,
        l.LastLockedOutOn.HasValue ? l.LastLockedOutOn.Value : DateTime.MinValue
    );

is syntacitally correct, but results in a runtime error as Only parameterless constructors and initializers are supported in LINQ to Entities.