Project Euler 1 - Multiples of 3 or 5 - Solved with F#

The first Project Euler problem - Multiples of 3 and 5 - is stated as follows. Find the sum of all the multiples of 3 or 5 below 1000.

let sum = 
    // Generate a list with the numbers from 1 to 999.
    [ 1..999 ]
    // Filter out the multiples of 3 and 5.
    |> List.filter (fun n -> n % 3 = 0 || n % 5 = 0)
    // Sum the values.
    |> List.sum
 
printfn "%i" sum