Considering they all use some sort of Database connection and I haven't seen nor do I know of any database support on .mac accounts you can't.
You CAN however add some sort of iLayer or iFrame to your iweb page and put the url to an installed (on another hosting provider of course) forum and it will appear to be installed but this causes ALL KINDS of issues with layout so I wouldn't advise it.
So to agree with the above poster, short answer - no. Now if someone knows HOW please do share.