I might be wrong (the versioning is a bit confusing) but if you're using F# 3.0 in Visual Studio 2012, then you should be able to use the new query expression syntax instead:
query { for i in 1 .. 10 do
select i
head }
This works both in memory and for SQL databases (as well as some type providers). For more information, see the MSDN documentation. If you're using older version (or target framework), then I'd definitely recommend upgrading - the F# 3.0 queries are much more solid and easy to use.