Hannamyluv, it's VERY easy to set up a forum using either commercial or open-source software. The general procedure I'd follow would be to look at several software solutions and see what their server requirements are. (E.g., ASP forums will normally run on Windows platforms, other forums require MySQL, etc.) If you identify a few packages that will run on your server, visit some of the sample forums and see if you like their look and operation. Also, check out the admin demo that just about everyone offers. If you have any special feature needs, of course, check to see if the software offers them.
One step I take when choosing just about any software is checking the support forum. (Is there a support forum? Is it active, and do the software authors/publishers play an major role in solving problems? Are there an excessive number of bug reports or issues that don't seem to be resolved?)
Early in the process, you'll want to decide on your site architecture, i.e., how the forum will fit into your site. In some cases, the forum IS the site. One thing that I'm seeing more of is the use of portal add-ons, where a site's home page is integrated with the forum and able to display selected forum content, recent posts, user login/welcome, etc.
Most forums require a little bit of configuration - you'll have to set some paths to your database, your forum directory, your database name & password, etc. Usually, the installation guide walks you through this. The normal software installation tasks apply, like uploading files, setting permissions, etc.
Once the software is running, you'll have additional steps - tweaking the appearance, setting up main topics, deciding on user groups and moderator powers, etc. The major packages let you do a lot of customization right through their control panels.
For a starter forum, you probably won't have to hack the code except, perhaps, for SEO reasons. Many forums still have bad titles and descriptions, or use session IDs in their URLs - a little tweaking here will help you get your forum pages indexed properly for their page content.
When picking software, pay particular attention to security and tools for dealing with problem users. If you achieve any measure of success, you'll attract visitors who want to hack you or spam you - be sure you've got the tools to deal with these problems efficiently.
Don't be intimidated by all the bells & whistles. If you've installed other software, like a blog, a CMS, or other web app, installing a forum won't be any more difficult.