Project Euler Problem 1 - Functional approach?
Some changes:

You don't need #light any more.  I would also use |&gt; more (this is more useful in more complex examples where it helps type inference.

open System
[for n in 1..1000 do if n % 3 = 0 || n % 5 = 0 then yield n]
|&gt; List.sum 
|&gt; printfn "The sum of all multiples are: %d" 
Console.ReadKey () |&gt; ignore