As mentioned in previous topics regarding this, most of the time, this is caused by antivirus, antispyware, and/or firewall software. You should check to verify that it is not being blocked by such software. Note that even if it *used* to work, doesn't mean that it always will work. Anytime that software gets updated or you update mIRC, it could stop working until you change the settings again.
Also, if you rename the mIRC.exe to something that doesn't begin with "mirc", it will not work either.