What requirements on type used in IEnumerable.GroupBy()?

I was using GroupBy with an anonymous type:

var v = list.GroupBy(x => new {x.street, x.houseNumber});
var o = v.Single(x => x.Key.street == "My Street" && x.Key.houseNumber == 42);

It worked great. I decided to turn this into a concrete type:

class StreetAddress
{
 public StreetAddress(string _street,int _houseNumber){...}
 public string street{get; set;}
 public int houseNumber{get;set;}
}
var v = list.GroupBy(x => new StreetAddress(x.street, x.houseNumber));
var o = v.Single(x => x.Key == new StreetAddress("My Street", 42));

Now 'v' is not grouped at all - loads of items with the same Key value, and o doesn't match any objects.

What do I need to add to StreetAddress so this works as it did with an anonymous type?