[snakes1100]

RewriteEngine On
RewriteBase /
RewriteRule (.*) http://www.mysite.com/forum/$1 [R,L]
RewriteCond %{REQUEST_URI} !^/phpmyadmin
RewriteRule ^(.*)$ phpmyadmin/$1 [L]
RewriteCond %{REQUEST_URI} !^/newsubdir
RewriteRule ^(.*)$ newsubdir/$1 [L]

If you want to add more subdir's just adjust the last two lines and rename the phpmyadmin/newsubdir to your new dir name.

As well, htaccess if far more efficient than having php do the redirects for you.