Many antivirus programs and antispyware programs have some kind of section for programs that *might* be dangerous. Kaspersky obviously labels them "not-a-virus". McAfee labels them "possibly unwanted programs" or "PUPs". It's all the same thing. Programs marked as such are programs that *may* be dangerous, but are not dangerous by themselves. Basically, if YOU installed them from a LEGITIMATE source, you're fine. But if they were installed without your consent (part of a bundle or whatever), then they *may* contain some form of virus or trojan or whatever that may be harmful to your computer.
mIRC has a scripting engine that lets you write just about any kind of program you want to. It's possible to have a script that will delete everything on your computer, for example. But mIRC itself doesn't do any such thing and if you only run scripts that you trust, then you don't have to worry about it. Kasperky, McAfee, etc. all warn you that the program is there and may be dangerous if you didn't purposely install it. That's all such things mean.
As mentioned, you can get more information from Kaspersky as to why they chose to label mIRC as "not-a-virus". In the end, mIRC is virus free when downloaded from this site and as long as you don't use scripts that are unsafe or type commands that people you don't trust tell you to type, you have nothing to worry about.
