Which version of Windows are you using? Please make sure that you have applied all of the latest Windows updates for your version of Windows.
Please also make sure that you are using the latest version of mIRC.
Now run mIRC and open the mIRC Options/Sounds dialog, check the "enable sounds" button, and select the first sound event "Connect" in the listbox. If you now select a sound for that event and click the little play button next to it, do you hear a sound?
If you do not hear a sound, this may mean that something is wrong with your Windows sound drivers and you will need to reinstall them.
