Hellooo, go into your "Control Panel", look for "Windows Firewall", and click on it.
When the program comes up click on "Exceptions", and "Add a Program".
The "Add a Program" dialog will open. Click "Browse", and select the program you want to add which in this case would be the mirc.exe in your scripts main folder.
After you select it make sure a checkmark is placed beside the program name you added. The firewall shouldn't block it anymore then.