OData RIA PowerPivot large message size

I have been playing around with powerpivot to directly load 3 million rows from sql database and the performance is surprisingly good.

I tried building a simple oData service using vs2010 and silverlight RIA services and accessing them from powerpivot. Which works on a small number of rows, but blows up on the server if a single method tries to return 3 million rows. Not surprising, I think.

I often run into the issue of message size with WCF and it's a real pain to configure transports to support large sizes. Plus, ideally I don't want one big message, but some kind of data packet. Adding a RIA layer and oData ontop from WCF seems to just make you think about changing the maximum message sizes even more confusing.

Is there support in the oData interface for a transport that will pass or pass the data returned by the method?

Is it a WCF / RIA limitation or oData. Is it possible to use powerpivot connected to oData source that returns millions of rows?

Anyone have any ideas on best practices for displaying large datasets via WCF / RIA / oData?

thanks adam