Running F# Interactive from Windows context menu

Today a question popped up on Stack Overflow on how to arrange running F# scripts from Windows context menu, but in case of abnormal termination still having opportunity to access diagnostics. Regular context menu item Run with F# interactive lacks the latter because interactive console window closes abruptly on script failure.

Although I gave an outline of the solution as Stack Overflow answer, it lacks level of details that those who want to use such feature may find useful. So, I decided to give here a more detailed description. I will show the implementation for my own work environment, which is Windows 7 Ultra x64 + VS2012 Ultra RC. Reproducing the approach for other environments may require trivial adjustments.

1. Let’s begin with spying the mechanics of stock context menu item Run with F# interactive… implementation. Let’s fire regedit in Run as Administrator mode and search through the registry for…