I would really wonder what you are actually gaining by mixing so many languages for a single product. C# has some pretty damn good interop capabilities, and generally C++ is only needed for the most extreme cases. Outside of one instance back in the .NET 1.1 days where I needed to use Windows XP themes in my application, I have never needed to use C++ for interop.
As for F#, it is an awesome language, but I think it still has a niche place. Over the years, C# has grown to encompass the best of all worlds, including functional and dynamic language features. Unless you really need the raw functional power of F#, I think from a general programming standpoint, C# provides enough functional capabilities to meet your needs.
Make sure you are REALLY gaining benefit from mixing multiple languages like that. A benefit that outweighs the cost of increased project complexity, the requirement that developers understand all three languages, the added maintenance costs of utilizing three languages, etc. I think overall thats a pretty hard sell. Use one language if you can, and only resort to an alternative in the extreme cases where C# really, truly doesn't offer you a solution. If you are writing an application that really needs F#, write the whole thing in F#.
As for VS2010 supporting multiple languages per project, its not a feature that I have heard of. I think it would be extremely difficult to support such a thing in the UI, and confusing to boot. I haven't heard of any addins that offer that capability either, and I've used ReSharper, SlickEdit, etc.