I'm trying to figure out how to properly test exceptions with FsUnit. Official documentation states, that to test for exceptions I have to right something like this:
(fun () -> failwith "BOOM!" |> ignore) |> should throw typeof<System.Exception>
But, if I don't mark my test method with [<ExpectedException>] attribute it will always fail. Sounds reasonable because if we want to test for exceptions we have to add such attribute in C# + NUnit. 
But, as long as I've added this attribute it doesn't matter what kind of exception I'm trying to throw, it will be always handled.
Some snippets: My LogicModule.fs
exception EmptyStringException of string
let getNumber str =
    if str = "" then raise (EmptyStringException("Can not extract number from empty string"))
    else int str
My LogicModuleTest.fs
[<Test>]
[<ExpectedException>]
let``check exception``()=
    (getNumber "") |> should throw typeof<LogicModule.EmptyStringException>
				
                        
Answer has been found. To test that exception was thrown I should wrap my function call in the next style:
because underneath #fsunit uses NUnit's Throws constraint http://www.nunit.org/index.php?p=throwsConstraint&r=2.5 … which takes a delegate of void, raise returns 'a