It's not an error. It's a program compatibility dialog that pops up after mIRC is closed. It simply states that mIRC tried (even when you never use it, personally) to access a component of Windows that's no longer available on 7. It gives you information on how to to fix it by giving you the download link.

mIRC could just simply be updated to disable the functionality of the agent when it's not detected on a Windows machine. SSL works the same way. In its current form, mIRC attempts to load the agent even when it's not enabled.