Here are a few things you can do:
1. Debug your application and look at the exception. You might need to look at the InnerException or Response property (on TwitterQueryException) for more info. This might indicate what the problem could be.
2. Find a similar example in the downloadable source code, LinqToTwitterDemo project to see if it has the same problem.
3. Write a small sample application that reproduces the same error.
4. Open Fiddler or Firebug and look at the response from Twitter.
5. If those options don't help you solve the problem, you can post the sample app, stack trace, and Fiddler response here.