I'll second Larry on the need for a blower of some sort. I started out using a cheap hairdryer from Walmart. A good small squirrel cage fan wired to a reostat with a baffle on the air intake to regulate the flow is about the best thing you can get for a coal forge. I used to use blacksmithing coal, but switched to wood chunks and charcoal because they are cheaper and burn cleaner. Coal does last longer, though.
Nowdays I use a homeade gas forge for most of my work, and it was pretty cheap to make, really. A lot cleaner, too.
Todd