It is worth knowing that the Entity Framework supports both to Linq to Entities and Entity SQL. If you find yourself wanting to do deletes or updates that could potentially affect many records you can use the equivalent of ExecuteNonQuery.
In Entity SQL this might look like
Using db As New HelloEfEntities
Dim qStr = "Delete " & _
"FROM Employee"
db.ExecuteStoreCommand(qStr)
db.SaveChanges()
End Using
In this example, db is my ObjectContext. Also note that the ExecuteStoreCommand function takes an optional array of parameters.