You cannot* return an anonymous type because the caller would not know what type it is and wouldn't be able to use it.
If you want to return the results, you can create objects of a non-anonymous type:
IEnumerable<Foo> assets =
from Product p in Session.CreateLinq<Product>()
where bundles.Contains(p.ProductBundle)
select new Foo { Bar = p.Asset, Baz = p.Asset.PropertyTbl};
You can also use the Tuple type in .NET 4 if you don't want to create a custom class for your values.
* This is not strictly true - it is possible but you should avoid doing it. Here is a link anyway if you really want to.