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For placing a link to your forum not managed by XOOPS, I would recommend creating a custom block, which you can place right below the main menu.
All this is done in::Sys Admin Section -> Blocks
Hope you now find all your questions answered.
Happy XOOPSing
Sorry, nearly forgot to tell ya:
If you don't like my advice, you may place a link at the end of the main menu, by adding it to the /XOOPS_ROOT/modules/system/templates/blocks/system_block_mainmenu.html
file.
You will notice, that you may only add extras links to the end of the menu, due to the if-statement.