I'm not personally familiar with Ikon board or Yabb but I presume that you will get the software for these and that you are quite happy to configure and set these up for your own requirements.
If you do not like using "ready" hosted forums, then you will have o be prepared to get your hands dirty setting one up.
Basically, forum software has two components, scripts (e.g. perl or PHP or asp) that the forum software is written in and a database to store all the posts and configuration items.
The steps I would take are as follows:
1. Pick a forum software product and establish that you are happy with. It would be very wise if you could run it up on a home or your own computer so you can test out configuration, installation etc.
2. Establish what environment is required e.g. if the scripts are written in Perl and it uses a MySQL database, then you will need to make sure that you have all the additional necessary Perl modules. This information is usually shipped with the product as "system requirements" or something like that.
3. Find a hosting package that will match the requirements for the right price. If this is a small forum, then a shared package will do the job. In fact, your existing host may be able to help. A bigger board would possibly require a dedicated or similar option like a virtual private server. The latter is more complex so I would suggest starting with a shared package.
4. The shared package must support the environment necessary e.g. Perl and MySQL and exra Perl modules as necessary. When your host has confirmed they can support this environment, then you can buy it, login and upload the software.
5. Follow the products instructions for setting up and installing the forums - you will know all this if you tried it out at home in step 1 above.
6. You can link to this forum from your website by setting up a subdomain e.g. forums.yourDomainName.com so that
www.yourdomainname.com points to your existing website and forums.yourdomainname.com points to the new forum site.
7. Sit back and pat yourself on the back for setting up a forum !
Good luck. Come back if you need more help.