It's difficult to know why this would happen with your configuration, however I have never experienced it, either using a dialup account, or through a direct ADSL connection, or via a NAT configuration. I am using Windows XP Pro SP1 with all patches applied.
Unfortunately with millions of mIRC users, there are inevitably going to be some odd configurations out there. Perhaps it's related to your hardware/software combination. mIRC is very much a basic Windows Internet application, and it should work on any Internet connection.
Perhaps if you can narrow it down to something specific that might help, however since I don't have your configuration, and since the crash is in winsock itself, it may be very difficult to figure out.
