Sorry, I meant File > Load. It will pop up a dialog to load a file. You need to select popups.ini from there. If you do just a normal install, that file is probably going to be in your AppData folder.

Either c:\documents and settings\yourwindowslogin\Application Data\mIRC\

Or c:\users\yourwindowslogin\AppData\Roaming\mIRC

You can get there easily by go to the Start menu and choosing Run (on older versions of Windows) or typing into the search box (for example, on Windows 7). Type in: %APPDATA% and hit Enter and it will open that folder. Then just open the mIRC folder and then the popups.ini file should be in the Scripts folder.