To go back to September 2009, I'll tell Hot4Teacher an answer to the English soccer question.

The word Penalty is a reserved word in the rules of the game, I'll capitalise it for clarification. It specifically means a free shot at the goal from a marked spot on the pitch – any foul in the marked box around the goal results in a Penalty.
Anyone who’s ever seen a game probably knows what a Penalty is.

Because the word Penalty is reserved and means a very specific thing in the rules of the game it's generally not used to describe or discuss any other part of the game.
Sure, a free kick is a type of penalty to the opposing team, but because of the confusion it's not called a penalty.

It's much the same that in cricket people won't use the word Test except when discussing a test match or in Rugby you won’t hear people talking about have a good try at scoring because it can be confused with the Try which means to score.

Of course someone could use the word penalty to describe a free kick or yellow card or anything else, but it would normally display an ignorance of the game which is easily remedied with a quick chat, or a contrary nature and a desire to start a pedantic argument which is also easily but in a much less friendly way.

Anyhow.
If you’re talking about internet message boards then they are forums, if you're talking about where Caecilius meets to his drinking buddies then it's fora.