Open up your editor... in your toolbar, click 'file', then scroll down and click 'new'. mIRC will create a new file for you to put scripts into.

You can click on ok at the bottom, or click 'file' again, and then click 'save', or 'save as' to rename the new file.

If you have an event twice in the same script, as DJ_Sol said, it will execute from top to bottom, and halt after the first one it sees. The second one needs to be in a new, or different file.