Hm, I tried this example and it compiles as an enum as expected.
What version of F# are you using? Maybe you could try downloading the latest version from the MSR downloads page: [link:research.microsoft.com]

BTW: You can very easily test if the F# generates an enum or not using FSI. This is what my version of F# prints:

1
2
3
4
5
6
7
8

 
> type RightAnswer =  | Yes = 0 | No = 1;;
type RightAnswer = 
  |  Yes  =  0
  |  No  =  1

> typeof<RightAnswer>.IsEnum;;
val it : bool = true