LINQ to Entities : "select new" expression tree throws System.NotSupportedException

LINQ to Entities : "select new" expression tree throws
System.NotSupportedException

I'm trying to build an Expression Tree that reflects a "select new" query.
I'm using Ethan's answer to this question. It works great for common lists
but with LINQ to Entities I get this exception:
System.NotSupportedException: Unable to create a constant value of type X.
Only primitive types or enumeration types are supported in this context.
Where X is the Entity I'm querying.
Using the debugger this is the IQueryable with the expression tree:
SELECT [Extent1].[Id] AS [Id], [Extent1].[Nombre] AS [Nombre],
[Extent1].[Apellido] AS [Apellido]FROM [dbo].[Empleadoes] AS
[Extent1].Select(t => new Nombre;String;() {Nombre = t.Nombre})
And this is the IQueryable using normal linq notation (not actually the
same query but to get the point - they are different)
SELECT [Extent1].[Dni] AS [Dni], [Extent1].[Nombre] + N' ' +
[Extent1].[Apellido] AS [C1]FROM [dbo].[Empleadoes] AS [Extent1]
Any help appreciated. Thanks.