There was a bug in an earlier version of the forum which meant it was impossible to have 2 forum holders (and have it separate). This should have been fixed and if you download the latest build it *should* work. By work I mean the forum categories should stay true to the holders they are assigned to. You might need to assign a holder to a category in the category edit popup.
If you're using the latest forum and you still have the bug then make a ticket on open.silverstripe.org.