The Download Now link will download a small installer file to your desktop. Remain online and double-click the installer to proceed with the actual download.
LINQPad lets you interactively query databases in a modern query language: LINQ. Use Linqpad on Roozz and run it right in your favorite browser.
LINQPad supports everything in C# 4.0 and Framework 4.0:
LINQ to Objects;
LINQ to SQL and Entity Framework;
LINQ to XML.
You can also query:
OData / WCF Data Services - including StackOverflow, and Windows DataMarket;
SQL Azure, SQLite and MySQL Enterprise Server;
Mindscape LightSpeed ORM.
LINQPad is also a great way to learn LINQ: it comes loaded with 500 examples from the book, C# 4.0 in a Nutshell. There's no better way to experience the coolness of LINQ and functional programming.