i believe it's only some versions of YABB that are problematic - see past discussions in this forum for more information.
we certainly wouldn't shut down your service for using a forum that we don't recommend. it is, however, good that you're considerate of our sleep schedules, and the other customers on your machine.
as far as making sure your database is setup, this means that you will need to add a MySQL database through the web admin panel before starting. they may also want you to import a table structure, depending on how the forum works.
i hope that this is helpful - perhaps someone who has setup this forum before can give more specific advice.