As mentioned, it's probably a DSL modem.  As such, the modem may also be a router.  Some routers can also block IRC traffic until you change the settings.  You can check 
http://www.portforward.com/ for the brand and name of your router and try setting it up for mIRC there.  Normally that site doesn't explain actually *connecting* to a network, but you can at least see how to get into the settings from that site and then look around for something dealing with IRC.