The /server command with the -m switch will create a new connection (window) and connect it to the specified server. Paste the following script into your remotes (alt+r > remotes tab) and change the server names and channel names to what you need, then restart mIRC.
Code:
on *:START: {
server irc.server1.com -j #channel1,#channel2,#channel3
server -m irc.server2.com -j #channel1,#channel2
}
