BuddyPress.org

Easy answer is install the BP Template Pack plugin. This will keep the look of your site while adding BP functionality. This will not add BP pages under the “forum” page though.

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If you want everything BP-related including member profiles, groups, etc. to reside under the “forum” slug (eg. thecoalcity.com/forum/members/admin and thecoalcity.com/forum/groups/), you’d first have to deactivate Simple:Press, then you’d have to activate WordPress 3.0 in subdirectory network mode. Lastly, you could install BP on a sub-blog called “forum”.

This may be more work than you’re willing to do to set this up.