In the last passage, we solved the F# template issue, and now we are really happy that we can create F# application in the rich IDE.
So,
1. Launch Visual Studio 2010 Shell.
2. Click "File"->"New"-"Project".
3. Click "Visual F#" tree node on "Installed Templates" tree view on "New Project" dialog.
4. Double click "F# Application", and give a name for this project.
5. Click OK.
Now a simple F# project has been created.