My table structure is this
Orders
------
Id int identity
OrderDate smalldatetime
OrderStatusid tinyint
Products
--------
Id int identity
Name varchar(50)
Another approach would be to use Stub Objects rather than EntityKeys i.e.
var product = new Product {ID = 2};
ctx.AttachTo("Products", product);
ode.Product = product;
etc. As an added bonus this code will work with POCO objects too in the future.
See this blog post for more information on that technique.