It all depends on what forum you're putting it into. Using google and this forum as an example. If Google was fond of this forum, and found your link. It could potentially add to your websites rank. However, if google thought poorly of this forum and found your link here. It could potentially damage your rank.

Simply going around to hundreds or thousands of forums just to post your link is definitely a no-no. You will not only get yourself a bad reputation, but you'll most likely be banned and flagged or reported. Which can definitely be detrimental to your ranking.