No I do not know how to host a forum myself on a paid web host. Or on my own server liker David does with this forum. My forum is hosted on Forumotion. Which is a free forum service like Proboards, but I have my own custom domain.That is custom URL, which I bought through Forumotion.
Which is the same as hosting my blogs on Blogger but on my own custom domain on Blogger.I bought my custom URL for my blogs through Blogger. But even though you have your own custom URL,(example my site.com instead of my site.blogspot.com or my site.forumotion.com.) You are still just logging in to the panel of Bloger,Wordpress,Forumotion or Proboards. So you are still subject to their terms and conditions,custom domain or not.And the disadvantage of that is they can take your site away from you any time.Also if the free blogging or forum service closes down,so does your blog or forum.
Where as if you are hosting your blog or forum yourself on your own web server or through a paid web host. They cannot or it is not so easy for them. But hosting your website,blog or forum on your own server or web host. Is quite tricky and I understand it means downloading your own software and uploading files to your server. And I don't know how to do that. But your site is more secure that way. As then you are in charge of your own content. And you are not subject to the terms and conditions of Blogger,Wordpress,Forumotion or Proboards.