Thanks to Doug and Joodl_e for the tips. It definitely appears to be an Xoasis thing.
I think I'll hold off trying to install UBB until I change my hosting service. Xoasis I think are unlikely to answer my email to them about installing cgi-scripts, and as I live in Singapore, and Xoasis is a free service, I think it would be a waste of time contacting them by phone!
Any ideas on good web hosters? (I'll check out the other board on this topic)
Jonathan