@felix9: Thanks, that's just what I needed!
I'm new to LinqPad, is it true that only the Sessions and Speakers entities have data? I was hoping that the Files entity would have the correct FileUri since it looks like there are no firm rules as to how the files are named.
From the download site the session EXT01 has the following links
Medium Quality WMV: http://files.ch9.ms/mix/2011/wmv/EXT01.wmv
High Quality WMV: http://media.ch9.ms/ch9/7BAE/1F7A8CCB-5580-47BF-9371-9EA700DD7BAE/MIX11EXT01_2MB_ch9.wmv
High Quality MP4: http://media.ch9.ms/ch9/7BAE/1F7A8CCB-5580-47BF-9371-9EA700DD7BAE/MIX11EXT01_high_ch9.mp4
As you can see, it going to be hard to build the url from the OData without the Files collection.