Add this to a .htaccess file on the main site:
# Redirects #
redirect 301 /forum http://forums.mysite.com/forums
redirect 301 /forum/ http://forums.mysite.com/forums/
This will redirect anyone trying to access forum (or forum/) to the subdomain.
I'd like to state though that I'd never separate data off of the main site, search engines treat them as separate entities so the weight to mysite.com will be less than if forums.mysite.com where on the main domain.