If you want one for a very small number of posters, you can use a server-side script such as ASP or PHP to read and write from text files. You can even make a flash interface for it.
However, that won't be very secure, plus it will be slow with limited functionality. What you really need is a database-driven forum like this one, again using a server-side language.
If you haven't written server-side scripts before - or if you don't want a forum with special custom features - you can download a free ready made forum from http://www.phpbb.com or a similar provider. However, I wouldn't recommend using their code as an example of how to write your own forum as it's very complex due to the 'templates' feature they provide.
If you want more help let me know