MSN = Microsoft Network

mIRC is an IRC client for Windows.

IRC is a protocol used for real time text chat. mIRC is just one of many IRC clients that let you connect to an IRC server/network.

DCC stands for Direct Client Connection. It is a seperate protocol that allows a user to connect directly to another users computer bypassing the IRC network. The pros are you can chat privately with less lag and can swap files like photos, freeware and shareware, text files, etc. The cons are that many people are using DCC to exchange illegal/copyrighted material like MP3's, software, movies, porn. It's also a great way to pick up a computer virus, so it's not a good idead to accept DCC's from strangers. Use with caution.