This may be due to the way the security model works under Windows 7 which considers DDE a security risk. Windows 7 may prevent DDE communication between applications that it thinks should not be allowed to take control of each other. To test whether DDE is working in mIRC, you can type the following command in the status window:

//echo version: $dde $ddename version ""

The result should be "version: mIRC v6.35" if DDE is enabled and working correctly.