that's the strength of mention tag. Nicely done @Judo. Great to know that @Fury can help others to set up their forum(s). I have a plan in future. I will knock you then Fury!
This is extremely easy. Here are the basics and afterwards it's all self explanatory.
1. Go to here and download the client
2. Enter in your website information on the top (it should say something like "server" and "port" (you recieve this information when you purchase hosting)
3. When you're connected, delete the files in there
4. Download myBB here
5. Import myBB into FileZilla then go to your website and follow the instructions
If you need more in depth help feel free to shoot me a private message.