LinqDataSource Woes

So here I am, all ready to test out the blazing performance of the new WebDataGrid.  I set up my million row table, and bind the grid to it... the page loads blazingly fast.  Believe it or not, this has more to do with setting up your table indexes properly than anything else. 

Anyway, paging is working perfectly, and I'm flying through the data.  Then I derailed the train.. I enabled filtering and figured LinqToSql would translate my filtering efficiently, but that doesn't appear to be the case.  I've been digging through SqlProfiler trying to shed some light on the subject.  From the looks of it, the LinqDataSource doesn't convert it's DataView's "RowFilter" string into a sql Where clause.  Instead, it looks like it wants to pull all data down, and then apply a filter.  Either that, or I've been staring at SqlProfiler too long.  I think I'm going to have to get some professional help on this one.  No, not a shrink.. Brad - the SQL Guru.  After all, he built this million row table in the first place.