Do you mean you want to replicate a query like
SELECT TOP 1 * FROM TemplateEntity ORDER BY LastExecuted DESC
?
You dont need any prefetch paths or filters to do this...
ISortExpression sorter = new SortExpression();
sorter.Add(TemplateEntity.Last Executed | SortOperator.Descending);
EntityCollection<ImportTemplateEntity> impTemps = new EntityCollection<ImportTemplateEntity>();
DataAdapter.FetchEntityCollection(impTemps,null,sorter);
(from memory, you'll need to check the exact overload to make sure I've got the sorter in the right place)
If not this, try posting the SQL you that replicates the query that you want to run - it makes working out how to do it much easier.
BTW - "does not work" does not tell us a lot. Exceptions, generated sql, expected results are much more useful...
Matt