Take a look at this:
https://github.com/fsharp/fsharp/issues/33
I think you need to build a variant of FSharp.Core to make this work.
EDIT: FWIW, I just tried Xamarin Studio with F # on Win7 and it works fine. I can tell from the screenshot that you are working with Mac OS X, no matter what the problem seems to be specific to this OS. It may be worth the time to contact Xamarin and see if they have any ideas.
By the way, for the sake of insurance, you can test the same thing in Mac OS X, I just created the F # console application, built it and ran it without any changes. Hope this helps.
Onorio catenacci
source share