Welcome to Simpleforum Pro 4.6.1!
In order to make this script work on your server there are a few steps you need to follow. Please read the instructions carefully!
Step 1 - The SimpleForum Files directory
This directory, called "simpleforum_files", is the directory where SimpleForum will save all its data in.
The simpleforum_files directory came with the download and should be placed in the same directory you put simpleforum_pro.cgi and the permissions for this directory should be set to 777 (or whatever fits for your webserver's configuration).
If you have done this, click "Continue" and the script will test if the location is correct and if the permissions for this directory are set correctly.