You can also move the forums to a 0 weighted category..or weight "Uncategorized" at 0, leave the forums there, and move the items that contribute to the actual grades to other categories.
Any changes would have to be made in the forum code, as the modules control the grading, the gradebook just reports the points the modules send it (though with weighting, categories, etc. you get a good deal of control over what grades contribute to the student's final scores).
It would be nice to be able to set this default on admin/modules, good feature request (for forum) for the bugtracker.