With many hosting services, you simply install your forum from your website cPanel (control panel). No need to download anything to your computer. The entire installation, configuration, and administration of the forum is done via web browser access to the cPanel for installion and then to the forum Adminstration panel for configuring your forum.
http://www.3essentials.com/windows-web-hosting.asp specifically mentions phpBB as one of the features under the Starter plan right on their home page. So, I'm sure they provide a way to install from your cPanel. It's easy to do. And, why not use phpBB if that's what they provide? It's good.
