The only reason to do so is to build a community of people, whether these are people with whom you share a common interest and want to exchange ideas, or people who use your product and to whom you want to offer support. But don't make the mistake of thinking that once you've settled on a conferencing software package and got your forum up and running the hard work is over. That's the easy part. The hard part is managing your forum on a daily basis once you've got it going, nurturing your growing community until it becomes essentially self-sustaining, and managing your message base as it becomes broader and deeper. If you have difficulty setting aside time to check your e-mail on a daily basis I don't think trying to run a forum will work for you.
Forums take a lot of time to manage.
One of the first decisions you may be making is whether or not to buy your own server to run your site. Look at our new finding a Web Host page for help getting started. Take the time to shop around you'll be much happier if you can leave the hardware and operating system expenses and headaches for a knowledgeable provider to deal with, and spend your valuable time making your forum the best one on the Web. At last count there were about 100 of them. Although the Forum software arena is now starting to mature, refugees from CompuServe and AOL will still find these programs distressingly limited.