+3  A: 

even simpler, just indent your class body...

> type MyCell(n:int) =
-     let mutable data = n + 1
...
pblasucci
+4  A: 

It looks like to:

> type MyCell(n:int) =
- let mutable data = n + 1

is not respecting the indentation. F# is whitespace sensitive by default, so you must keep any indentation. Try instead:

> type MyCell(n:int) =
-     let mutable data = n + 1
-     // etc.

(You can make F# non-whitespace sensitive by adding #light "off" at the top of the file, then you need to use extra keywords, as per danben's answer).

Robert
@Robert: Thanks for your answer :) +1 from me
tommieb75
Glad I could help!
Robert
This is sometimes quite annoying - the fact that ">" in the F# interactive shell can sometimes break your indentation when pasting code! Fortunately, using Alt+Enter in VS works fine.
Tomas Petricek
+4  A: 
  1. As pblassucci said, you need to indent your class's contents.
  2. Print and ToString are methods, but Data is a property, so for Data the = comes before the definitions of the get and set methods.
  3. Instead of always using an identifier like this to refer to the class whose members are being defined, F# lets you choose an identifier on a member-by-member basis. x is used in many examples, but the choice is arbitrary.
kvb
@kvb: Cool! Thanks for that answer! :) +1 from me...short, simple and sweet! :)
tommieb75