I've heard of that, but not quite sure what the difference is..
PHP can basically do almost anything you can think of.
MySQL is a database, like access. PHP and MySQL have great support for each other.
If you just mean PHP, then that's a Server Side scripting Language .. used to make a basic HTML Web Page more dynamic.
MySQL is a Database (like MS Access) which is used a lot on the Internet to store infomation.
PHP and MySQL work very well together, as PHP includes a lot of built-in functions to allow data to be read/writen to and manipulated from a MySQL Database.
Its not just used for Forums, you could use it for complex systems like SR's shopping trolly and ordering system, or their online Freeola control panel. Or basic things like including an extra file into your Web Page, or display the date.
Basic task, make static HTML pages easier to manage and manipulate.