A very brief answer is F# is the latest Dot Net Language included in Visual Studio!
There is a good introduction on Wikipedia at http://en.wikipedia.org/wiki/F_Sharp_%28programming_language%29
At http://www.ctocorner.com/fsharp/book/ there is "The F# Survival Guide"
The Microsoft F# development Center is at http://msdn.microsoft.com/en-us/fsharp/default.aspx