Forums Scripts & Popups private

mIRC Options > IRC
In "Show in active:" box, check "Queries"

Edit: this will only echo to active window if there is no open query window for nick

or

on *:TEXT:*:?:echo $colour(normal) -at $+(<,$nick,@Query>) $1-
on *:ACTION:*:?:echo $colour(action) -at * $+($nick,@Query) $1-