Yes, the Forums and Classifieds are separated. You will need to register and create separate logins and passwords for each.
You can certainly register in the Classifieds using your Forum username and password if you like, but it is designed specifically so you are not required to do so.
The reason for that is, when you post an ad in the Classifieds, you must post personally identifiable contact information, like a phone number, which you might not want associated with your Forum name.