It is a permission issue. Do you have the Access mdb-ffile in a folder where IUSR_servername has write permission? If, then check permissions on the .mdb file. They should be the same as the folder.
When you setup the forum, did you go to admin directly ie www.yourhost.com/forum/admin_home.asp and run MOD Setup? if not do. it is all in the readme file, so give it a quick read through