First off, I'd say that phpBB doesn't run well on coolfreepages.com
They have disabled a number of php functions that will cause errors thought the board.
Personally, for a free host on which you want phpBB, I'd recommend
http://www.lycos.co.uk
Otherwise, I'd look at:
http://www.phpbb.com/kb/article.php?article_id=20 (It says 19 there, but that was with 2.0.3, and now phpBB is 2.0.4 which i think has one less config.php line.)
You really need to make sure that in the config.php file (and all the *.php files), there is nothing (includeing white space) before the <?php, and nothing (includeing whitespace) after the ?> tags.
Hope this helps.