I’ve just notice that the “MSDN Community Distribution June Release” has a video presentation about F#.

An overview of all the CD:
http://mosessaur.blogspot.com/2007/06/msdn-community-distribution-june.html

Direct download link:
http://www.microsoft.com/downloads/details.aspx?FamilyId=A65F7733-A626-4F69-86E8-0465FA5E4669&displaylang=en