If you tell it to report the problem to Microsoft, the report is made up and sent to them automatically. After the report has been received, it is scanned for particular phrases, which, in turn might bring up another page from the Microsoft network regarding a patch or other resolution. Since mIRC 6.2 is as new as it is, I don't think you'd get much of a response, except for, maybe, a link to mIRC's website.

I don't know why you're having problems connecting, I've had no problems with mIRC 6.2 under Windows XP Pro or Home.