I did mine in these 10 easy steps:
1. Dig down a few levels to the point where the magma is at least level with the forges (and not on the same level as the river, if you need to move the magma across it). If you plan on using magma for obsidian, you may want to place it deep, so you have more magma to pull out before you start draining the forge room.
2. Dig a downward staircase where you want the hole for the forge to go, with matching upward staircase so you can get down.
3. Dig out a room as big as you want it below your magma workshop room. You can later dig more channels from above to add more forges/furnaces etc.
4. Dig a tunnel from this room all the way to 1 tile away from the magma.
5. Make you a staircase near the end of the tunnel all the way to the surface.
6. Smooth all the stone in your magma tunnel and room for style (optional).
7. Have your miner channel out the downward staircase in your forge room, then remove the upward staircase below it. You don't need stairs going into magma.
8. Have your fastest dwarf set to mining skill (doesn't matter if hes a good miner or not) and send him to mine the last tile. Un-assign other miners, and have a second tile set to mine on the surface.
9. Watch your miner dig out the last tile and immediately run up the stairs and outside toward the other designated tile. They have made it every time I tried, but you could be unlucky, so don't blame me if your miner is too slow
10. Build a forge/furnace/whatever over the channel tile, then wait for the magma to fill the chamber.
Presto, stylish magma chamber with room for expansion. I have mine set up with 2 furnaces and 2 forges, my smiths churning out metal items like crazy.