Q: "What is a message board or Blog?"
A blog on the other hand is similar to a web journal and often times used as one.
Q: "Do I have to Own a Site in Order To Have One?"
Q: "Are They Hard to Install?"
A message board is very different from a blog. First off a message board
is something that fans of a particular TV show or movie visit
where they can meet and chat with other fans.
Sometimes the person uses it to review things like movies and TV shows.
Most times however people use them for political debates and current events.
Personally I'd recommend it so you wouldn't have to deal with
pop-up or banner ads floating all over the screen, these can
be quite distracting. Also you have limited customization
ability if you choose to go with free ware providers. But as
for the main point of this question No, you don't have to own you're site.
You can load free Blogs and boards on a free site.
If you follow the tutorial provided to you in the download you
should be alright. Many free ware products are user friendly.