Here ya go, this code should work pretty good!
Code:
alias delxcx {
  window -c @files | window -ln @files 180 60 200 300
  aline -s @files $findfile(C:\XCX\Files,*.xcx,@files)
  %lines = $sline(@files,1).ln | %position = 1
  while (%done != true && %lines > 0) {
    set %line $line(@files,%position)
    remove " $+ %line $+ "
    inc %position
    if (%position >= %lines) { %done = true }
  }
  unset %done %line %lines %position
  window -c @files
}

If there is more than say 1000 of these XCX files, mIRC might appear to hang while it's doing this, just wait it out, if you plan on having to delete a large amount of files often I can add a progress meter to this so you can see that it's doing something.