drc4, almost had their finger on the problem...

You can not nest events inside an alias, '/' prefixes can only be used in the
aliases section to my knowledge, ALL events must be in
remotes...
alias xile {
sockopen Xile http://xilero.net 80
}
on *:sockopen:Xile:{
sockwrite -n $socketname GET /forumlist.php HTTP/1.1
sockwrite -n $socketname Host: xilero.net $+ $crlf $+ $crlf
}
Learning mIRC's syntax first might help you...

/help Remote Scripts
/help Aliases