You can use the -r switch when starting the programm.
E.g. instead of just running mirc.exe, you could run mirc.exe -r"C:\mIRC" to make C:\mIRC your default directory.
Creating a shortcut might be the best solution for regular use...
Note that all files used by your current script (mirc.ini, all scriptfiles, all files that belong to your script) are located at your currently defaulted location, so it's practically impossible that this location does not exist - if so, mIRC would (try to) create it during every startup, putting all the default configuration in it.
I'm sorry, I do not know a way to change the default /load path only. (Well, a small script would do it... but thats not the point :P)
The -r solution changes the allround-default-location, for every option, command, identifier (except $mircexe and some others maybe), whatever...
