Yes, FindMatches is the way to go:
IPredicate filter = (CustomerFields.CustomerId == "ALFKI");
ArrayList indexes = myCustomers.FindMatches(filter);
// found
if (indexes.Count >0)
{}
You also could use Linq2Objects:
if (myCustomers.Where(c=> c.CustomerId = "ALFKI").Count() > 0 )
....
You also can use Filtered EntityViews