The trouble with forums is that the cookies are tracking cookies which falls well within the eu scope of whats wrong, so you cannot just provide a note, you have to provide them a way of opting out even if that means redirecting them away from your site, however, if you're clever you can use a target="_blank" link and send them here for google opt out
Google Opt Out and here for more info on how to deal with it themselves
All About Cookies, i'm currently working on something and hope to release it in a few days when i iron out the bugs n stuff and have it working for all versions of vb