Bigfish:
LINQ wants the subject in the Where clause to be a single property of the object currently being examined (an Order, in your query). It doesn't know how to resolve the expression "a.OrderDetails.Product", because that isn't a single property of Order.
You need to rewrite your query as follows:
var query = manager.OrderDetails
.Where(od => od.Product.ProductName == "Duff Beer")
.Select(od => od.Order)
.Include("Customer")
.Include("OrderDetails")
.Include("OrderDetails.Product");
First you obtain the set of OrderDetails that meet your condition; then from that set, project the related Orders. Note that the Includes are specified in relation to the projected type (Order), not the type initially referenced in the query (OrderDetail).