Some permalinks are showing up fine and some are not for me. What do you have in your .htaccess file in the /forum/ folder? Is it just:
+ Options Multiview
That seems to work for me. Without having a seperate .htaccess file for your bbPress folder, it will get messed up and try and use the wordpress .htaccess.
As for speed, nothing changed for me with and without permalinks on.