Following the development of the laser frequency comb which led to the 2005 Nobel Prize in Physics, we began investigating the possibility of using this novel technology for precise and accurate spectrograph calibration. A programme was begun, aimed at demonstrating the capabilities of laser frequency combs (LFC) when coupled to an astronomical spectrograph. In the last three years we have tested an LFC connected to HARPS at the 3.6-metre telescope in La Silla, the most precise spectrograph available. Here we show the very promising results obtained so far, and outline future activities, including the provision of an LFC system for routine operation with HARPS, to be offered to the community in the near future.