In addition, make sure you entered *something* in the email editbox of Options: Connect (e.g. anonymous@hidden.com). The ~ of "~hayleyerz@RoseThorn.users.undernet.org" indicates you did not.
Else, mIRC might use data retreived by localinfo lookup (check settings at "Connect: Local Info" and "Connect: Identd", especially check "use ID from eMail address"