As you know, data operations on a database that need to execute together should always be in a transaction, in order to maintain data integrity.
LINQ automatically uses database transactions.
So, when you call UpdateChanges(), all LINQ operations done from creation of the data context or the last UpdateChanges are executed within a database Transaction.
Unlike what many developers think, you do not need to use TransactionScope if you just use a single call to UpdateChanges(), after a number of InsertOnSubmit(), DeleteOnSubmit(), etc..
If you do use multiple UpdateChanges(), you will need to manually handle the transactions by wrapping the Operations in a TransactionScope block. My previous post has a scenario in which you would need to do this.