OCaml has more convenient functions for working with lists than it does for strings. With this in mind, here are two functions for converting between strings and lists, and a filter-like function for lists that you may find useful.

(* Convert a string to a list of characters *)
let rec explode = function
    "" -> []
  | s  -> (String.get s 0) ::
          explode (String.sub s 1 ((String.length s) - 1));;

(* Convert a list of characters to a string *)  
let rec implode = function
    []       -> ""
  | charlist -> (Char.escaped (List.hd charlist)) ^
                (implode (List.tl charlist));;
  
(* Break list into two parts: those at the head of the
   list that satisfy the test, and all the rest *)
let rec prefix test list =
  if list = [] then ([], [])
  else if (test (List.hd list)) then
    let (first, second) = prefix test (List.tl list)
       in ((List.hd list)::first, second)
  else ([], list);;

# explode "hello";;
- : char list = ['h'; 'e'; 'l'; 'l'; 'o']
# implode ['h'; 'e'; 'l'; 'l'; 'o'];;
- : string = "hello"
# let even n = n mod 2 = 0 in
  prefix even [2;4;8;5;6;3;10];;
  - : int list * int list = [2; 4; 8], [5; 6; 3; 10]