Yes, F# is very much an ML dialect, it shares enough of a common core of syntax with the popular ml dialect OCaml (http://caml.inria.fr/) that it's possible to cross compile programs between the two. However I don't tend to encourage that sort of apporach, unless you really need to support both platforms, as you limit your self to a sub set of both languages. The two are fairly different now, there's quite a lot that F# has that ocaml doesn't and of course there are some features that exist in ocaml that are not in F#.

Anyway it should be pretty easy to port any program from an ML style programming language to F#. Not sure I know the "4 wins" game, is it like "Connect Four"? I'd would love to see an implementation in F#. You could probably do a great GUI in WPF.