How do i install and integrate to my existing wordpress blog?

Hi,

Ive never set up a forum before but would like to use punbb within a blog I set up recently. I have found a plugin that will allow any new and existing users to register with punbb at the same time as they register with wordpress.

I understand how to set up the plugin to work with the forum, although I'm a little unsure how to initially set up my forum.

Would it be best to set it up on a subdomain from site? and if I did would this cause any problems when I integrate with wordpress?

Thanks a lot in advance. Hope this made sense.

Daly