Some domain name hosting packages come with forum software as standard. Suggest you do a Google search using these criteria:

"Forum software" +"hosting package"

There is also some useful advice here:

http://www.webhostingtalk.com/showthread.php?p=4659115

So - what you basically need to do is register a domain name and set up hosting for it with a hosting company that offers forum software. Most hosting companies will register domains for you, though there is a view that it is better to register one's domain independently from one's hosting package.