As Collective said, this is not a bug with mIRC, but one with your router, please see the following:

http://www.securityfocus.com/archive/1/archive/1/426756/100/0/threaded

similar in behaviour to this bug (which affects the software firewall in Norton AV):

http://blog.washingtonpost.com/securityfix/2006/03/keylogger_utterance_spooks_nor.html