F# does not contain any magic pixie dust that will pass functions off to different CPU's or machines. What F#/Haskell and other functional programming languages do is make it easier for you to write functions that can be processed independent of the thread or CPU they were created on.
I don't feel right posting a link here to a podcast I participate in, seems a little off, but in the Herding Code episode where we talked with Matt Podwysocki we asked the same question and he gave some interesting answers. There are also a lot of good links relating to functional programming in that episode. I found one link titles "Why Functional Programming Matters" That may provide some answers for you.
