The problems you are having have NOTHING to do with mdx. You don't need a tutorial on mdx. The problems are because mIRC cannot find mdx since you are not giving it a valid path. You have to fix the aliases to return the correct path to mdx.dll, otherwise the /dll command will try to use a nonexistant dll (D:\mirc\setfont like it has been doing.)
Of course if you want to learn how to use mdx yourself I'm not stopping you but I wouldn't advise trying to learn it until you understand the basics of mIRC.
