Integrating wordpress like you do on your site

for that, you'd want to host your blog alongside your forum, just like we do with our blog:

blog.lefora.com vs. support.lefora.com

we can host a forum at any domain for you (if you own it), just follow the steps here:
http://support.lefora.com/2008/04/19/free-custom-domain-name-giveaway/

then you'll want to put a link on your blog to your forum, and put a link from your forum to your blog (you can do that with the 'Links' widget (Forum Admin -> Appearance -> Sidebar)