It's really hard to help you based on that one simple post - it's easier to help if you let everyone know the following information:
- What version of Windows you're using (95/98/ME/XP etc.)
- What connection you have (Dial up, broadband, etc.)
- What version of mIRC you're using.
- What the exact errror message you're receiving is.
- What network/port you're using to connect.
- If you have any problems with any other functions (accessing web pages, logging on to MSN Messenger and the like)
- Any firewalls/routers that you have running
If you have a firewall and a router, it's a good idea to disable the firewall, then try to connect - if you can, you know that the firewall is the issue. If you still can't connect, turn the firewall back on and disable the router and try to connect again. If you can, you know that's the problem! Basically, it's a matter of going through each of the likely problems and using your powers of deduction to work out what it is.
Once you know what it is, it's easy to work on it and try and pinpoint the exact issue and indeed fix it - whether we can do that for you though is another matter, as it's not always down to mIRC itself.