grid command in F# Interactive window

So I installed F# and I'm running VS 2008. I'm following along on开发者_StackOverflow社区 a video tutorial the microsoft guys put on awhile ago. At one point, he wants to throw his output to a grid window and types

grid prices;;

this produces an error for me:

C:\Documents and Settings\myusername\Local Settings\Temp\stdin(3,1): error FS0039: The value or constructor 'grid' is not defined

Am I missing something? Is this a feature of VS 2010 only?

Thanks.

---

Are you watching a video by Luca Bolognese? If so, he is using a component he got from somewhere, which off the top of my head I believe is these guys:

http://www.ffconsultancy.com/dotnet/fsharp/

I remember something about being able to get a free version if you email them.