If you want a full featured forum, Google Groups lets you setup a forum as easily as you can setup a blog. Or any other forum will do just as well. It all depends upon what you want.
A full featured forum, using industry standard software, will involve hosting a phpBB based forum.
- Load the phpBB software onto a suitably setup server.
- Configure the software to provide your forum, as fits your personal vision of your forum.
Then it's just a matter of combining your new forum and your blog, just like any two web sites - using blog feeds, iframes, and / or links.