Hey Guillermo,
I was able to make changes to the ascx and the code files and see them on the dot net nuke server.
I just followed Matthias' instructions by deploying a regular instalation of DNN and then installing forum module using the source package. I would then put the contents of the "resource" folder inside the DesktopModules/Forum folder . Then you can just double click on the DotNetNuke.Forum.sln and you're good to go. The files I looked at were the Module Developers Guide and Module Development Guide (part1).
The only thing that did not work for me was debugging. I got an error that said something like "windows authentication is not enabled" but I looked at my windows vista features and it was checked.
They pretty much render all the code from the forums dll. They don't use a lot of user controls, I looked hard trying to find a way to fix my simple problem with no success, then the users broke other stuff on the live forums and i decided to stop using the Forums module. I do have to add that I'm a C# egghead and I was getting lost in the VB code.
The forums suffer from html injection and they don't have a safe BB (Bulletin Board) editor to avoid this. That was what I was trying to fix at first, but then we were also affected by this bug http://www.dotnetnuke.com/Community/Forums/tabid/795/forumid/7/threadid/183263/scope/posts/threadpage/2/Default.aspx .
So I decided to install yetanotherforum.net , those forums can come in a DNN module and it works great =). the YAF forums have all sorts of nice stats, they are comparable to the phpBB forums and they are also open source. They have a BB editor and more (the FCK editor is included there). They are not vulnerable to html injection (at least when using the BB editor) and they seem to be bug free. They come with smileys and skins.
I my opinion, the DNN forum module still needs some work. I'm sure it will get there though, I have high hopes.
Regards,