I am testing 3.03 at the moment. I renamed the original index.php to index_tmp.php. In setup_options.php I wrote '$indexphp='index_tmp.php?';'
The forum runs fine, except when I click on the first link to the left in the navigation bar ('Forums'), it tries to find index.php instead of index_tmp.php, resulting in a 404 message.
Is this a bug, or is $indexphp just meant for temporarily testing the forum or so?

I'm not sure if this is a bug. If you check miniBB demo, it's also based on the customized index.php (minibb-test.php) and so far I can't notice any errors related to renaming of the core file.

You must just keep in mind that besides the value of $indexphp, you should also put the same value (but without the ending question sign) under $startIndex. $mod_rewrite should be set to FALSE, and there should be no inclusion set of any of the mod_rewrite modules (like addon_mod_rewrite_X.php).

Renaming is only necessary if you have index.php reserved for some other content in the forums folder. For example, on our demo we have an intro page describing what this domain is about. For other forum, there could be kind of disclaimer set or something similar.

If you have no other index.php under the forum's folder except the forum's index itself, I suppose, there is no need to rename it.

Uh oh, I hadn't noticed that one... I changed that one into index_tmp as well, and now it's working. Great, thanks.
Not sure about the $mod_rewrite. It's not set to TRUE here but grayed out actually. I'll search the forum to find out myself what that variable is meant for.
The reason why I renamed the index file is because I am live testing the forum in a folder (on our webspace) no one knows. But when people dó find out the folder's name they still won't be able to see the testforum because the name <> index.php.

You could also check the Manual for it ;) It's for "static user-friendly SEO" URLs, like they are set up on this forum, too.

Up to you, it may work for this purpose, too.