I've jost recieved a complete answer about that to the post by Dave (David Hayden). If you follow the links on the post and also on his blog you can find a very detailed explaination of the issue and also the solution to it.
Actually it's not a problem the way SMO act, while it's using a useful concept of Lazy Load Object: An object that doesn't contain all of the data you need but knows how to get it as Martin Flower explains.
I've just learned that try to find out the proper objects/methods to achieve a working piece of code if there are many ways or brand new ones available.
Thank you again Dave.