Hi mate
The free forum software tends to have drawbacks like difficulties changing the layout and bad design code, which leads to a shit load of spam posts.
I have used PHPBB lots of times and each time, the forum ended up getting spammed like hell even with admin account activation turned on so I would avoid this at all costs.
The only other option is to pay for forum software, such as Vbulletin (which i think saxp is coded in). You get much better software, better support and easier modifications to the layout without having to delve too much into the code.
Whatever happens, you will need webhosting however and a domain name, unless you just want to host the forum on your own network etc.
If you want to change the layout or incorperate the design into your own website etc, you are going to need to read up on the basics of HTML/CSS/PHP.
You dont need to be a hardcore coder to make basic changes but you will need to grasp basic understanding of the code
PM me if you need anymore help