I would download
phpBB. Make sure when you purchase your webspace that it supports MySQL. All you have to do is paste the phpBB2 folder in your public html folder on your server, and run setup. It will ask for a few different things, which your server will show you once you've setup a MySQL database (its an easy step by step process with most hosting companies).
I have had good luck with
www.1and1.com hosting.
As your setting it up, I can help you if you need. Let me know:
You can PM me here or AIM: Alex4R, MSN:
Alex4R@nerdshack.com, Yahoo!: S10_laynrockers, ICQ: 261791318.