There is actually an F# package for Mono (Linux/Mac) already: http://fsxplat.codeplex.com/ Although, the current release of F# has some bugs when running on Mono - open source release opens some cool possibilities :-)
See also http://fsxplat.codeplex.com, which is a project with the aim to make F# a better tool for cross-platform development. I'm currently working on an (open source) MonoDevelop integration for F# (sources are already there), but an announcement is yet to come...