In C#, I can do the following:
int @private = 15;
And in VB.NET, I can do the following:
Dim [Private] As Integer = 15
Given section 3.4 of the F# 2.0 spec:
Identifiers follow the specification below. Any sequence of characters that is enclosed in double-backtick marks (`` ``), excluding newlines, tabs, and double-backtick pairs themselves, is treated as an identifier.
I suspect you can put it in backticks:
``private``
I haven't tried it though.