Getting started with ASP.NET using F#?
Where should i start before using F#?
What are the Learning curves in F#?
What should developers moving from C# watch out for when they move to F#?
Tomas Petricek's "F# web tool kit" is an interesting example of using F# for asp.net development.
In addition to what was already mentioned, I wrote a brief article which explains how to use F# in standard ASP.NET applications. Unfortunatelly, the sample application is no longer available as part of the F# distribution :-(. You can also try using F# with the ASP.NET MVC framework (which is somewhat simpler than standard ASP.NET web forms, but is less component-oriented). I don't have any definite link, but googling for "F# asp.net mvc" should do the trick.