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Demis Bellot has two excellent articles on using F# with ServiceStack:

To quote: 

You now have a fully-fledged ServiceStack ASP.NET application that can be hosted in any ASP.NET compatible web server e.g:

    • IIS
    • Apache + mod_mono
    • Nginx + MonoFastCGI
    • XSP
    • WebDevServer.exe

Now that you know how to create functional F# web services, you can read more about the goodies you get for free when using Service Stack, complete with live links to all those juicy XML, JSON, SOAP, HTML, CSV and JSV Formats check out: http://www.servicestack.net/ServiceStack.Hello/

Enjoy!
Don, for the Visual F# team