Order By Fileinfo Extension And Name?

I'm using this query:

Dim FilesDirsQuery = From file In
_directory.EnumerateFileSystemInfos()
Select file.Name, file.Extension

It gets all files and directories in the _directory. But how to order the query by extension and name?

So I found that I have to use this to order by extension:

Dim FilesDirsQuery = From f In
_directory.EnumerateFileSystemInfos()
Select f.Name, f.Extension Order By Function(f As IO.FileInfo)
Return f.Extension
End Function

And I have to use "ThenBy", but it can't be used in my example. So I tried:

FilesDirsQuery.OrderBy(Function(f As IO.FileInfo)
Return f.Extension
End Function).ThenBy(..)

But it say's that my nested function doesn't have a compatible delegate. So what should I do?