If you are creating a class library to be shared with other .NET applications, and this is part of the public interface, then you should stick with normal .NET class library types.
If you are sticking solely to the F# domain, or this is part of the private implementation details, I would prefer to use native F# types.
In your case however, the F# list does not correspond to a Queue, at least not a FIFO queue (first in, first out). The F# list corresponds to a stack (last in, first out).
I'm not aware of a native F# data type providing that functionality, and in fact, the the queue data type does not sit well with the purely functional programming paradigm (I'm not an expert on functional programming so perhaps someone will prove this statement wrong).
So the big question on how to solve the problem is really, is your problem well suited to the functional programming paradigm? If so, you should avoid using imperative data types such as queues, and try to solve the problem using purely functional data types.
If your problem on the other hand is not well suited to a functional programming paradigm, perhaps you should not use F# at all, but use a more object-oriented programming paradigm. Not that F# cannot do object oriented programming, because it can. But if that it is the general programming paradigm, it is IMHO easier to use e.g. C#.