Yes, F# is a .NET language as VB or C# but it requires some specific libraries called
"F# runtime" which aren't part of the NAT framework to be installed.
There's no free F# Express edition of Visual studio, but you can you can also install the VS2010 integrated shell (
free download). Then install the
CTP MSI, for a free VS2010 version of F# 2.0.
You can also try F# without installing anything with
Try F#