On that Advanced tab, in the bottom right corner, there is a button called Settings.
When you click that, you'll see another dialog with 3 tabs: Services, Security Logging and ICMP.
Click the [ Add ] button.
Description of service: AUTH
Name or IP: localhost (or you can leave it blank, I think)
External port: 113 (*) TCP
Internal port: 113
[ OK ]
[ Add ]
Description of service: DCC4000
External port: 4000 (*) TCP
Internal port: 4000
...keep going till you get to
[ Add ]
Description of service: DCC4020
External port: 4020 (*) TCP
Internal port: 4020
[ OK ]
[ OK ]
[ OK ]
Then, in mIRC, go to:
File / Options / DCC / Options /
DCC Ports:
First: 4000
Last: 4020
[ OK ]
