Step one would be to buy a domain name, this would be the address users go to to reach your site.

Step two would be to rent server space at a webhost; there are millions of them out there.

Step three would be to purchase a UBB license.

Step four would be to either hire a developer to do your web presance (uploading your ubb files and configuring things, doing any website type maintenance, do styling on your forum (all of which i do :hint hint:))

Then from here you should have a working site ;)...

Also, when searching for webhosts you can use a 3rd party site which has no real affiliations to them to check previous user reviews; one of which would be http://www.webhostingtalk.com