The OP means a forum that is free to set up, so that he can make a forum for himself without having to pay anything for it.
Technically there's lots of free messageboards to use, but you'll obviously need a webserver to host it. However, there's lots of free hosts as well so that shouldn't be a problem. However, you'll need to be a bit computer savvy to set one up properly and somehow I don't think the OP qualifies for that
I`d choose Fudforum over phpbb&co.
It`s been a while (v2.3.0>2.8.1) since i was deep into this, so things may have changed, better (free) ones may have emerged. It's worth taking a look though.
And i bought a .co.uk domain name that suited what i wanted for about £6 that lasts for 3 years from http://domainexpress.co.uk and then set the A record of my domain to my board URL so that my domain name works directly with my board as i didn't like having to use the yap365.com part on the end of the URL.
However, if you want a simple board that works pretty much straight out of the box then i can recommend zetaboards. http://s1.zetaboards.com/zb/index/