<p>Are there any decent tutorials for setting up F# in Visual Studio 2005? Everything I have found points at VS2008.</p>

<p>ie: 'F# projects' under projects, etc.</p>

Installing F# Editing for Microsoft Visual Studio 2005
That page also links to
Don Syme's F# blog
, which has a lot of useful stuff on working with F# in VS, including a demo of
F# intellisense in VS2005
.