I have a list of anonymous type
var myList = db.Products.Select(a => new {a.ProductName, a.ProductId,
a.Priority}).ToList();
And I want to
You should specify property names of anonymous object you create:
myList.Insert(0, new { ProductName = "--All--", ProductId = 0, Priority = 0});
Keep in mind - you should list all properties of anonymous type (names should be same), they should be used in same order, and they should have exactly same types. Otherwise object of different anonymous type will be created.