It's a good listen - the conversation moves between some of the concepts often associated with functional programming (e.g. tree manipulation and laziness) and discussions about F# itself and its role in the world of .NET.
I particularly liked how Jon describes how both functional programming and object-oriented programming have their different "light-bulb" moments when programmers understand at some deep level what the respective paradigms are about. The whole feel to the interview was balanced and positive.
At one point Jon mentioned Alchemi, and the .NET Rocks guys mentioned Digipede, both of which are good distributed computing layers for .NET. The flow of the conversation vaguely made it sound like Digipede was somehow integrated into F#, though that's not the case.
There is, however, support for "monadic asynchronous programming" in 220.127.116.11 - see Microsoft.FSharp.Control.Async for a taster. This is related to the general topic of asynchronous/reactive computing.