If you wish to create a forum you would need your own webhost and forum software. I believe there are free options available for both, but I've never tried to setup a forum. I suspect you may be trying to create a topic, though, rather than a forum...
When you are looking at the topic listing for a forum (such as
Help/Tips/Tricks), there is a 'New Topic' button just above the top of the list, on the left (and just under the header graphic and orange-text forum menu).
Welcome to the forum.
