1. "I got a script with all files loaded" doesn't make much sense. Scripts dont load files, scripts don't load anything. mIRC loads scripts. Do you mean you have an mirc.ini (settings file) with all your scripts loaded?
2. AppData is where mIRC loads its files from by default ever since 6.3+.
3. Deleting a script file that mIRC is actively using without actually changing what file it *should* be pointing to won't stop mIRC from trying to reload the file when you restart mIRC. That would be like continually walking directly into a wall and getting mad that there's no doorway in front of you. No wonder you're frustrated.
You'll probably find that if you configure mIRC correctly it's a lot less disappointing to use. As I mentioned before, mIRC is trying to use the mirc.ini in your AppData directory. Simply reload all your scripts using this new mirc.ini file (see /help /load), OR if you want to keep your old mirc.ini, copy it over to the AppData directory, OR if you're truly stubborn and want to keep the same directory structure, put the mirc.ini in the same folder with mirc.exe and mirc should run as normal.
Of course, given that you have not provided ANY specifics as to your actual problem, all of the above suggestions could easily do absolutely nothing for you. If you tell us what you mean by "script with all files loaded", where your scripts are, where mirc is installed to, where the mirc.ini is, etc., we can do a more thorough job at helping you to get things loaded.