You didn't mention, but I'm assuming, that you're using C++. One potentially easy way to get into functional is via C++/CLI to F#. C++ contains "magic pixie dust" (called IJW: It Just Works) to allow you to call into and out of managed code. With this, calling F# code is almost as simple as it is from C#.
I've used this in one program (FreeSWITCH), which is written entirely in C/C++. With a single managed C++/CLI (use the /clr switch), it magically transitions into managed code, and from there, I can go load my F# plugins and execute them. To make things even easier for deployment, F# can statically link all its dependencies, so you don't need to deploy the F# runtime files. One other thing that makes CLR code attractive is that you can pass managed code (delegates) to C code, and the runtime automatically makes a thunk for you.
If you decide to go the Haskell way, the feature you'll be looking for is FFI: Foreign Function Interface. However, I don't think it'll give you the same level of integration as C++/CLI with F#.
