Hi,
This is easily done ... all you need:
a domain name.
cheap web hosting with PHP and MySQL support
a free forum software - punbb, PHPBB etc
a web nerd who can install and configure this for you. OR ..
a little patience and you should be able to install this yourself.
All forum software will allow you to make the forums private and some will even allow you to set it up so the search engines are told to not scan the forum. That said, you don't even need the forum to do this because to send this instruction to the search engines, is super easy using a simple text file called robots.txt.
... All this is, is a text file that you place on the web server and this text file tells search engines what to do; to tell the engines to NOT scan your site/forum, all you need to write is this in the text file:
User-agent: *
Disallow: /
Stefan