If someone's just messaging you with "haha" on MSN Messenger, then that doesn't mean they hacked you. It's easy to send someone a message. If the person got you to install a script (With or without your knowledge) in mIRC, that script could be set up to allow someone else to open/close your CD/DVD drives and then he/she could just send you a message on MSN. That's why I asked what scripts you have loaded.
Either way, follow what starbucks_mafia suggested and get some good antivirus, firewall, and anti-spyware/trojan/malware programs and run them and you should be fine. You would also be better off uninstalling mIRC and removing ALL scripts and then installing a clean copy of mIRC from this site and *no* scripts and then see if you have problems.
As far as things not being 100% foolproof, that is obviously true. Nothing is really 100% foolproof and a hacker who really knows what he/she is doing can defeat all forms of protection. However, 99% of "hackers" are kids who use simple programs written by the real hackers that let them attack people using known exploits in Windows and specific programs. That is why it's always good to stay updated.
