Hi, I'm currently exploring this very issue. Although I haven't done anything about it yet I can see two ways to link a single external forum such as phpBB with ALL courses.
1. Set up RSS feeds on your forum and display them on your course pages. It may be possible to link between certain forums and certain course pages by having different RSS feeds on each forum.
2. Create your own block (yes you can do that) using instructions found in your downloads at moodle/blocks/howto.htm, and insert a link and/or RSS feeds into it.
I'll get back to you when I succeed!!