Hi Vlada,
Your expectations about how the code should behave seem very reasonable. I looked into the issue, and it looks like a bug in PLINQ. It seems to be caused by the Where operator, which may cause the delegate in Select to execute twice. Ooops. We'll look into it more, and figure out how to address it.
Thanks for reporting the problem! Your feedback is very helpful. Let us know else that you find while playing around with our CTP.
Igor