Execution of Any() clause against IQueryable object

I have an object IQueryable that represent some query over my db-model. Now i need to do some validation to that IQeryable and return back the object in that way

 private IQuerable<myTableType> ValidateQery ( IQuerable<myTableType> query , string user )
 {
           return query.Where ( x => db.tblUsers.Where( y => y.User == user && y.Privilege >= x.PrivilegeRequired).Any() )
 }

Now what i would like to understand is if the Any() clause is executed immidiatly or if it generate T-SQL that will be merged with previous. I ask that because i wuold avoid to execute a query against the db in that moment.

Edit : Thanks for the advice of 'using' clause, it was a fault that i made now (writing this code example) because i am not able to test code now (i have no visual studio on my machine in this moment) but my problem in general was about that situation.