If you've looked at the price of forum software recently, you can see why it's wise to just build your own. Plus, you get to choose features that matter to you!
The first step in working on an ASP forum is to design out what you want it to do, of course. Make a list of all of the features you'd like to include.
Are you going to require your visitors to become members in order to read? How about in order to post new messages? How will these memberships be created? Will they have to ask you, or do it themselves online? Will the system let the member create their own password, or will it mail the password to them to verify the email address is valid?
Will there just be one large area for everybody to post in, or will you want to have folders set up, to organize the posts into themed areas? Will these folders be set up initially, or do you want it to be easy to create and modify folders as you go? Will folders be able to be hidden from view, only visible to certain types of members?
When a visitor creates a post, can they put HTML into their post? How about scripts? Can they load up images onto your site? Will they be able to edit their post afterwards?
Will other visitors be able to reply to this post, to add other thoughts to the thread? Or will each visitor only be able to create brand new posts, unrelated to the existing ones?
Will you have moderators? What sorts of abilities will they have? Can they ban and block users from the system? Will they be able to edit and delte posts, or move them from folder to folder?
Look and Feel
Decide on the general color scheme and look and feel of the forum system you are designing.
Once you settle on all the basics, then you can begin to work on the coding design. It's critical, though, that you get most of these issues answered before you begin the code design. Otherwise you will leave out vital relationships in your code design that could be very difficult to force in afterwards.