I'd find that odd.
At the time the exocet was quite a new missile and French. Buying French military hardware doesn't really gel with Margaret Thatchers policies at the time.
Perhaps there might have been one or two under evaluation but I'd be surprised if there were any deployment.
Perhaps these people are thinking of SeaWolf which was an anti- missile missile system in use on a couple of the ships at the time.
http://en.wikipedia.org/wiki/Sea_Wolf_missile
What is now known is that initially the Argentinians did not have the capability of getting exocet up and running and the Mitterand sent them the technical expertise to do this in breech of an agreement with the UK.
Funny old war seems completely fought over national pride - no strategic or military value and we could have resettled all the islanders in luxury homes and still turned a profit.
255 British dead for natiuonal pride