Lazy as I am I didn't want to move threads 1 by 1 via the PHP-Fusion interface.
So I changed the forum id directly in the database.
This is what I made:
UPDATE fusion_posts SET forum_id = '12' WHERE forum_id = '11'
UPDATE fusion_threads SET forum_id = '12' WHERE forum_id = '11'
Everything seems to work ok now.
forum_id 11 is empty now, as expected, and forum_id 12 has increased with the correct amount of threads and posts.
Question, do I have to change anything else in the database?
A mass move thread option would be nice to have in the administration panel of PHP-Fusion.