There are many reasons for connecting probs, including trying to connect to a server that isnt working or mIRC or server ports being blocked in a firewall etc (dont forget xp has builtin firewall).
So we need more info, What error msg are you getting when you try? Have you gone to the networks website and tried some of the servers listed there? Tried more than one networks servers?
Note that some networks have Random Server set to not be useable, so you will need to use a specific server. You can do that by closing the "mIRC Options" dialog that opens up when you open mIRC, and type in the main window /server some.example.here, like:
/server b0rk.uk.quakenet.org
/server matrix.de.eu.dal.net
/server 198.175.186.5
