You were meant to type what Khaled told you to exactly as he told you to:
//echo version: $dde $ddename version ""
Evaluating each identifier individually won't work, as the syntax matters.
The issue here is that if you run mIRC as a privileged program it should not be able to communicate via DDE to programs without the same privilege. This doesn't seem strange. I assume if you ran BOTH mIRC and WLM with administrator privileges it would work.