One of the first things I think about when writing a new program is deployment. That may seem odd but the deployment aspect of your program is one of the first things a user encounters. Nothing frustrates me more than getting a shiny new package and then having to search for 10 other dependencies to install before I can get things running.
For a long time, I use to include the .NET run-time installers in my deployment packages. At first the run-time installer package was small but over the years it has grown quite a bit. There are smaller redistributions like the client only version but in general, you’re looking at a 350MB download for the full package. Fortunately, most Windows installations have the .NET run-time installed for one reason or another (i.e. Windows Update). So much so, that I no longer include it with my installation packages.
Scott Hanselman has also put together an excellent site (smallestdotnet) to ease the download burden of getting the .NET run-times. In many cases, the download shrinks to 28MB.
Unfortunately, the F# run-times are not included in any of the .NET runtime installers. Instead, you’ll have to include with your deployment package. Currently, the F# redistributable is only 1.2MB.