F# is a Microsoft research Language. F# is riding the functional revenge way of the last years. F# is a mixed approach, because some variables can be modified. It borrows a lot of things from Haskell and OCaml (Wikipedia dixit). F# is not used like Erlang or Haskell but it could be installed with Visual Studio 2010, and as a separate visual studio plug-in. If you need some functional stuff on your .NET architecture, F# can be your friend.
Take a look to its Survival Guide