Return list using select new in LINQ

This is my method which gives me error.

public List<Project> GetProjectForCombo()
{
    using (MyDataContext db = new MyDataContext (DBHelper.GetConnectionString()))
    {
        var query = from pro in db.Projects
                    select new { pro.ProjectName, pro.ProjectId };

        return query.ToList();
    }
}

If i change it with this:

public List<Project> GetProjectForCombo()
{
    using (MyDataContext db = new MyDataContext (DBHelper.GetConnectionString()))
    {
        var query = from pro in db.Projects
                    select pro;

        return query.ToList();
    }
}

Then it works fine with no errors.

Can you please let me know that how I can return only ProjectId and ProjectNam?