Standard LINQ doesn't support that - you must download library called http://weblogs.asp.net/scottgu/archive/2008/01/07/dynamic-linq-part-1-using-the-linq-dynamic-query-library.aspx or build expression tree manually. Dynamic LINQ will allow you to call queries like:
var query = Entities.Table.Select("new(Column1,Column2)");
But by using dynamic approach you will lose the main reason for using LINQ - compile time checking. You can in the same way use http://msdn.microsoft.com/en-us/library/bb387118.aspx instead of LINQ and build your queries from strings.