how to set a domanin name up ? please help

hi there

i got some web space and a domain now i got all my forum working via the temp url you get from a web host

now i got my domain name i change the name server but when i click onto the url it brings

to folders up cgi-bin and forum

when i click on the forum i get

and my forum works ok

but how can i get it to be like

so when people come to my forum they just need the url and my forum will load

tia

jet