Change your code like this:
var qry = this.Context.saw_order.Where(o => o.Wo == intOrder);
return qry;
If you put a breakpoint in at the return, then you can try executing the query in the immediate window and see if it is executing correctly.
From my test above, it seems that data is correctly being sent to the MySQL server but is lost somewhere on its return. My difficulty now is trying to figure out where in the chain (Entity Framework to RIA Services to Silverlight client) the data is getting lost and I'm not sure how to debug this at different points.
I use tools like: Linqpad: This is for testing my linq to sql statements. It is pretty straightforward and easy to use.
Fiddler: Fiddler will tell you what is going on between the server and the client.