1) Make sure you don't ignore private messages of this user (or maybe all users) with mIRCs ignore function. To clear mIRCs ignore list: /ignore -r .
2) If you have any scripts loaded, disable them temporarily with: /remote off . If the problem is gone now, it was related to one of the scripts you've loaded. To re-enable the scripts: /remote on .
3) You may have a usermode set on this network that prevents you from receiving private messages. Example: UnrealIRCd has usermode +R, with R you cannot receive private messages from unregistered users.
To see your current usermodes: //echo -a $usermode . If it contains "R" (uppercase), try: //mode $me -R .
You may as well ask at the network's help channel (usually #help) if any usermodes or services' settings could block incoming private messages.
