This is from a Web log post; see http://dcooney.com/archive/2005/03/19/806.aspx for more information.

 (* lets us conveniently construct colours from RGB triples *)
 let color r g b =
      System.Windows.Media.Color.FromRgb(Byte.of_int r, Byte.of_int g, Byte.of_int b)


 (* a couple of colours *)
 let red = color 204 0 0
 let black = color 0 0 0


 (* Avalon application's OnStartingUp event builds its main
   window *)
 let on_starting_up (event_args: System.Windows.StartingUpCancelEventArgs) =
      (* create a window *)
      let win = new System.Windows.Window() in
      win.Text <- "Hello, Avalon-F# World!";


      (* create a label *)
      let text = new System.Windows.Controls.TextBlock() in
      text.TextContent <- "Hello,\nAvalon-F# world!";
      text.FontFamily <- "Lucida Sans";
      text.FontSize <- System.Windows.FontSize.FromInches(0.8);
      text.TextAlignment <- System.Windows.TextAlignment.Center;
      text.VerticalAlignment <- System.Windows.VerticalAlignment.Center;


      (* this is Avalon, so need to do something vaguely pretty;
         here I'm adding a cool gradient to the label's text *)
      let brush = new System.Windows.Media.LinearGradientBrush() in
      brush.StartPoint <- new System.Windows.Point(0.0, 0.0);
      brush.EndPoint <- new System.Windows.Point(0.0, 1.0);
      brush.AddStop(red, 0.0);
      brush.AddStop(black, 1.0);
      text.Foreground <- (brush :> System.Windows.Media.Brush);


      (* add the label to the window *)
      win.Content <- (text :> obj);


      (* show the main window *)
      win.Show()


 let _ =
      (* create and run Avalon application *)
      let app =
            { new System.Windows.Application() as base with
              OnStartingUp(event_args) =
                  base.OnStartingUp(event_args);
                  on_starting_up event_args } in
      app.Run()