You have to make the LineManager
property virtual
to be overridable by the lazy loading proxy. (which it already is thanks to the code generation)
When you are creating the object directly with new
you are unfortunately just creating a plain object - not the proxy one with all the lazy loading features. To get those, you need to use a factory method to create your object:
User u = db.Users.Create();
I did some experimenting with navigation properties and foreign keys that I documented in a blog post.