I don't know if I have fixed well all the liking paths. I guess not because I get the next error when I start the debug (F5): "Unable to start debugging on the server. The web server is not configured correctly..."

The error message seems to me that the debug="True" is not setting in the web.config file. 

Please check this files in the Forum folder:

Nice to hear !!!  Have fun! 

Pedro wrote I have an extra question. After doing this, the ascx controls are still using the DotNetNuke.Modules.Forum assembly. I ultimately want to modify that assembly. 1. But is there a way to make the ascx pages use the source files in the Components folder? 2. How do I build the DotNetNuke.Modules.Forum assembly after I modified the components folder? (using nant?) Any help is greatly appreciated. Thanks!

1.  I am not sure i understand you well.  But there are a lot documentation how developing DNN Modules. Please look to Resources\Documantation\Downloadable Fles on this page.

2.  There is already a build file in the source.  Look to files like "Forum.build" .  You can also using NAnt for building packages.