The easy way for you to understand this is to have some one install Nuke and phpBB for you and then have you go to your site and forums then pull up your FTP program and start explaning things. That should be last resort though.
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If you want to install Nuke then try this tutorial. There is a part where he tells you to CHMOD your folders and files. For now just leave that alone, skip it. For some reason I couldn't get it to work when I CHMOD.

Here is the link:
http://www.iawebdesign.com/nuke.html

If you want to install phpBB then follow the direction given. It's very simple if you know basics.

You will need a html editor to edit some fields in the php code so download this free trial of CuteHTML. It numbers each line of code so it makes it a little more easy to work with.

Here is the link:
http://www.cuteftp.com/download/cutehtml.asp

Before you install these programs you will need to purchase a MySQL database. I suggest you check with your hosting company first as they may have it ready for you to purchase.

I'm very new to all this as well so if you have some questions I'm sure I can relate to them and hopefully help you out as much as I can.