There are two ways                 to get a message                 board on your web                 site:                                                          1) You can outsource                 a pre-created board,                 or
               2) You can create a                 message board from                 scratch on your own                 server.     
If you decide to choose option #1 and outsource the message board, then that means another site builds and hosts the board on their servers and they give you certain administrative rights (change the border and background colors, etc.)
Advantages of Outsourcing a Message Board:
1) The message board is already created for you
2) It's convenient for people who have web sites hosted at free places like Yahoo/Geocities, etc. because many of these providers don't provide the resources that will allow you to create a message board from scratch
3) You don't have to worry about the files/messages taking up space on your web server
Disadvantages of Outsourcing a Message Board:
1) You may not have as much control over the look and feel of the board
2) If the site that hosts your board goes down for any period of time, so will your message board
3) Some companies may have limits on the amount of traffic and/or content on the board so you may have to delete your messages often (especially if the service is free)
So if outsourcing doesn't appeal to you, you can always build a message board from scratch and house it on your own domain.
Advantages of Creating a Message Board From Scratch:
1) You control more aspects of the board and there is no limit to how you can edit or reconfigure it
2) You will be able to make much of the design match the look and feel of your existing site
3) Never worry about the board being shut down since you own it completely
Disadvantages of Creating a Message Board From Scratch:
1) You will have to manually upload the files to your web server and have a basic understanding of how to change permissions on files since most message boards are built in other languages (cgi, PHP, asp, etc.)
2) You'll generally need to already have your own domain name (YourName.com) and have it hosted somewhere before you can begin uploading your scripts. You'll also need to make sure your hosting company gives you the right kind of access to host the board.
For example, if the board is written in PHP, then you may have to create a database on your web server. Again, once you find a board you want to use, ask your web hoster if they support it. They'll be able to tell you.
Frankly, I found it quite simple to create a board from scratch once I understood how to upload and change file permissions.
Trust me, you do not have to become a programmer to install a board. I am hardly the technical guru and I picked up on it pretty quickly.
Basically what you'll do is find a message board you like and then download all the necessary files to make the board work. Once you download the files, you'll have to edit a few lines in some of the files and then save them to your web server.
After you're done most boards will have an administrative panel that will allow you to change the colors, options, title, etc.
Most boards provide documentation to help you install and configure.
Where to Find Message Boards
If you've decided to go with option #1 and outsource a message board provider rather than build it on your own, then you'll need to find a "Remotely Hosted" message board provider.
Again, this method is ideal if your web site is hosted at Yahoo/Geocities, Tripod, Webspawner, AOL, or some other free web space provider that does not give you the functionality to create a message board on their server.
Message Board Scripts - To Install on Your Own Domain
The message board scripts below are made to be installed on your own server and it's preferable that you already have your own domain name prior to downloading these scripts. Remember to check with your hoster to ensure that they support the message board script.
After you verify you can use the script, download the necessary files, edit them as instructed and then save them to your site so the board will function.
                                                     Website Tonight
               This host now                 provides a                 pre-created forum                 with your hosting                 account. There's no                 setup involved and                 you can host it on                 your own domain!                  I'd highly recommend                 switching to this                 host if you want a                 forum on your site                 but don't care to                 learn how to install                 scripts, etc.                   No setup required!     
                                                     VBulletin
               I used this                 script for my site                                WebsiteBabble.com.                  It's a bit pricey at                 $160, but well worth                 the price                 considering the                 features you                 receive.  It's                 also not too                 difficult to install                 if you're familiar                 with FTP-ing files.     
                                                                     PHPBB
               This is free and                 it's VERY                 easy to setup.  All                 you do is download                 the files for the                 board, upload all of                 them to your web                 server using an FTP program                (or whatever method                 you use) and change                 a few permissions to                 some files.       
The site provides you with documentation to help get you started. You'll need to make sure your host supports PHP and you'll also need to create a database (check with web hoster).
                                                     WWWBoard Message                 Board
               This forum is                 free but not nearly                 as "eye friendly" as                 the one above.  The                 layout is very                 simple and messages                 are listed in one                 long list. The                 advantage to this                 board is that there                 aren't nearly as                 many files to upload                 to your server and                 it loads quickly.                     
Remotely Hosted Message Boards - No installation necessary
                                                     ProBoards.com                 (Free Message Board)
               This site                 offers lots of                 customizable options                 and claims you can                 have an unlimited                 amount of messages                 on your board.  The                 forum keeps track of                 how many members                 join your board,                 total posts, and                 even displays the                 title of the latest                 post on the homepage                 of the board.  As an                 administrator you                 can edit and delete                 posts, create and                 edit categories, and                 even ban members if                 necessary.  Quite a                 good deal for a                 freebie.     
                                                     EzBoard.com (Free                 Message Board)
               This is one                 of the popular                 message board                 scripts around.                 EzBoard has many                 features of                 ProBoards (above)                 along with such                 features as: a                 profanity filter,                 ability to rate                 users (members),                 ability to screen                 posts before they go                 live, and much more.     
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