do you mean when you close any channel or query window it closes mIRC? Other than what was already suggested, this is a long shot (since i dont know just how old your puter is or what OS you are running) but is the X you click on to close the "chatwindow" by any chance rather close to (or on top of) the X to close mIRC or the status window? I need to be very careful of that on one old puter i have

ParaBrat @#mIRCAide DALnet