Use
CONTAINS()
e.g..
SqlQry= Select * from table_name where column_Name not in(val1,val2,val3,..)
List<string> liS=new List<string>;
liS.add(val1);
liS.add(val2);
.
.
.
LinqQuery:from o in context.table_name where !liS.Contains(column_Name) select o;