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If your web host has cpanel or a similar control panel you might be able to setup a forum in just a few clicks. I would start there if you are just getting started. I like vBulletin, it's ~ $160 for a owned license and you can lease a license on a monthly basis. I use it on several sites and it's well worth the money if you want a full feature forum with great support and lots of free add-ons and hacks. There are a ton of options for paid or free, hosted or not hosted forums out there so it really depends if you just want the basics or if you want more than that.
I would like to get a soap nuts forum started on our website, but do not have a clue where to begin. Can you offer any guidance?