Thank you for your answer, maybe I not declared my problem well. and my code also is not showed exactly by this site. I'm using IQueryable generic class, that was not shown.
public IQueryable<myClass> GetSomeList() this method is not defined in WCF Service, but exists in Domain Service Class, WCF Service returns just
(myClass resides in WCF), but in proxy myClass looks like different (there is ExtensionData of type System.Runtime.Serialization.ExtensionDataObject added for additional information) and Silverlight can't understand it as supported type for entities, to transfer it to Silverlight client
And also I want to tell that similar method
public IQueryable<myLocalClass> GetSomeList()
Declared in Domain Service Class works fine and is transfered to Silverlight Client side well (myLocalClass is declared absolutely in the same way myClass in WCF Service is, but it resides within Domain Service Class's assembly)