Firstly, you'll need phpBB to be at the root of your server.
On Apache servers index.php will almost certainly be recognised as the index file. If not, you can make it so with a .htaccess file, someone can tell you how to do it if you have Apache.
On IIS server or something else, you'll have to set index.php to be the default page, or set up a page that will be recognised as the index page (eg, Default.asp on IIS) to forward the user to index.php, a simple <meta> refresh should do it.
Post more info on server type and the access you have (cpanel etc).