The challenge you are facing is a limitation to the webserver as opposed to Magento itself.
A couple of options come to mind:
1) Using subdomains for your other functions (forum.yourdomain.com, blog.yourdomain.com) which can then each have their own folder root anywhere you like
2) Using rewrite rules to point the paths to your other scripts to a virtual path so you can have yourdomain.com/blog point to some other path that matches the structure you want.
Either way, I would still suggest emailing your host to see what options they have available for you.