One option is to link your MySql database through MS SQL Server. Then access both databases through your SQL Server DataContext. Here's a couple examples of how to set up the link and docs:
http://www.ideaexcursion.com/2009/02/25/howto-setup-sql-server-linked-server-to-mysql/
http://sql-articles.com/blogs/creating-linked-server-to-mysql-from-sql-server/
MSDN: Linking Servers With that complete, you may want to expose the
linked tables with either stored procedures or views so they appear to
be part of the SQL Server database.
Keep in mind that this approach (and any approach I can think of) won't be particularly fast. There's no magic to speed up the cost of relating data across databases and a network. It's biggest benefit is that it presents a consistent and simple view of the data to the application developer.
Taken from
LINQ: Join MySql and SQL Server tables