You probably don't have COM enabled. I can't think of another way you could do it at the minute.
I enabled COM+ Event System , nothing changed, and COM+ System application are enabled, still nothing happens.. and i tested deegee's code, i got it couldent open C:\program , so i added $qt() around $$1, then i got a new problem, it wouldent open C:\path\to\ixplorer.exe w w w.mirc.com , so dunno why it didnt strip out w w w.mirc.com and used it as a url..
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I using windowsXP pro SP 3, mirc 6.3