Building an F# powered indexing system

When I first started dabbling in F#, I really struggled to understand how someone (in particular, me) would sit down and start writing an application from scratch. Project Euler puzzles are a great way to learn syntax (and probably the best place to start), but I would have loved to see a real application's source with a sort of "here's how it was built" narrative. So that's what I'm going to do!