To run phpBB (or any other message forum) by yourself, you need a webserver or webhost with PHP and some sort of SQL (mySQL, postgreSQL, msSQL...)

If you don't have a webserver or host of that sort, or don't know what I am talking about, you need a forum hosted for you.

Try: http://www.myikonboard.com/intro.php

It's a great, and free.