Well actually if you want that, all you have to do is find a free web host that allows PHP. NetFast (netfast.org) is one but it is getting really bad with ads and popups. I also have heard of ULMB (ulmb.com) but i haven't tried it yet. Maybe i'll sign up for an account to test it.
Once you find one you like, you can go to http://phpbb.com
and find a download for a PHP forum. Or ULMB might offer an automatic forum installer. I will have to sign up on ULMB and get back to you.