I don't understand the appropriate use of canonical

[lukescotty]

Hi Guys

From my understanding, doing this canonical url thing is important. I understand that for example my site www.talknightlife.co.uk

has multiple entries to the website

http://talknightlife.co.uk
http://talknightlife.co.uk/forum.php
http://talknightlife.co.uk/index.php

I understand it should point to one url right? But how should this be done? Via my host or via VBseo? when i try to do 301 http://talknightlife.co.uk/forum.php > http://www.talknightlife.co.uk
it doesn't work (this is via my host)
where as the http://talknightlife.co.uk does infact redirect to http://www.talknightlife.co.uk

I'm confused to which one should be the main url, I'm guessin the http://www.talknightlife.co.uk should be the main one, and all other urls should 301 direct to it.

Could someone spare me there time and explain which one should be used, and how it should be done? if I'm correct in thinking the http://www.talknightlife.co.uk is the main one and the forum.php won't redirect, should I contact my host?

Thanks for reading guys, hope you can help me

Regards Lukescotty