The server hosting the forum NEEDS some kind of server side scripting capabillities. Be it PHP, ASP, JSP, CGI or whatever it needs it. Client side runs with the privilages of the user running it so unless you are giving users write access to your webspace that won't work. HTML is static.

Frames MAY work but of course including another page inside yours is always a problem. If the forum uses its own frames it may use _top to escape your frames. It is also pretty common for it to http redirect which could escape your frames. You could just go for the really simple option and link to the forum without putting it in frames and have a link back to your site on the forum.

If you have phpBB you could always alter the template to make it look like your site when it isn't. Of course some hosts may not let you change the forums templates (especially if it has there name or adverts on it) or it may be a "paid addon".

You might be able to do something really complex with client side scripting which could load a forum from another host, extract the data and display it as you want but that would be extremely complex if not impossible.

In short, get hosting with atleast some side of server side scripting. I would recommend PHP as you can then use phpBB which is free (and open source). There may be other free forums for other server side languages. Or you could write your own, but thats kind of hard

Do a Google search...
html forums
that will bring up all the information you need to get started.

thanks guys

I concur on the PHP + phpBB. If you have your own webserver, research how to install PHP support + MySQL, plus phpBB. I did it under FreeBSD and under Windows, but it's a job both times, locking everything down and in general making sure no nitwit packet kiddie can hack your forum.