Generally when adding a column in Orchard CMS you do this:

.Column<string>("MyString", column => column.NotNull())

However, if you try doing that with a GUID it wont work, you need to explicitly set the database type like this:

.Column("MyGuid", DbType.Guid, column => column.NotNull().Unique())

I'm not sure if there is a reason for this irregularity or if it is just a bug. Maybe I'll look into it one day.