The head of state’s new gambling commission, who earlier promised to avoid association with anyone who has “any vested interest’’ in a casino proposal, will headline a gambling forum next week sponsored by a casino lobbyist. Stephen P. Crosby, a Beacon Hill veteran and dean at the University of Massachusetts Boston, was tapped by Governor Deval Patrick to lead the gambling commission last month, a position that will entail issuing casino licenses for the new multi-billion dollar industry.