I got F # from this link , and I installed the extensions (Tools -> Extensions and Updates) shown below:

Now I can create the following types of projects in Visual Studio Express 2012 for Web:

Jon Harrop videos certainly deserve attention.
EDIT
The second image is scaled down and the text is illegible. Project templates for Visual F# -> Windows :
- Library F #
- F # library (class library)
- F # Windows App (Service)
- F # Windows App (WinForms)
- F # Windows App (WPF)
- F # Windows Console App
- Tutorial F #
Just to complete the list, here are other types of projects:
Visual F# -> Silverlight
ASPNET
- F # and C # Web Application (ASP.NET MVC 4)
Service
- F # and C # Web Service (ASP.NET, WSDL)
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