Customer customer = new Customer
        {
            FirstName = txbFirstName.Text,
            LastName = txbLastName.Text,
            Email = txbEmail.Text,
            MiddleName = txbMiddleInitial.Text,
            Password = txbPassword.Text,
            ZIPCode = txbZipCode.Text,
            GUID = Guid.NewGuid().ToString()
        };

            using (var context = new Entities())
            {
                order.ShippingAddressReference.EntityKey = new System.Data.EntityKey("Entities.ShippingAddress", "ShippingAddressID", order.ShippingAddressID);
                order.BillingAddressReference.EntityKey = new System.Data.EntityKey("Entities.BillingAddress", "BillingAddressID", order.BillingAddressID);
                order.CustomerReference.EntityKey = new System.Data.EntityKey("Entities.Customers", "CustomerID", order.CustomerID);


                Order order1 = new Order();
                order.BillingAddress = new Address { ID = 0 };


                context.Orders.AddObject(order); //проходит нормально
                context.Orders.AddObject(sesOrder); //выдает ошибку
                context.SaveChanges();

            }

context.Orders.AddObject(order1); //проходит нормально
context.Orders.AddObject(order); //выдает ошибку
context.SaveChanges();