This issue is almost always caused by anti-virus software. Some badly designed anti-virus software will automatically delete or block files that it thinks are trojans/viruses without telling you.
The mIRC install files available through the official mIRC website at
http://www.mirc.com are checked for viruses/trojans before being made available to users for download so it is not possible to get a virus/trojan from them.
The mIRC install files are also double-checked by
http://www.download.com which is the largest download site in the world.
If your anti-virus software is reporting an issue then your anti-virus software has made a mistake. This is called a false-positive and often happens after a company updates its virus definition files without checking them properly.
I would recommend that you update your anti-virus software, download mIRC again from the official mIRC website at
http://www.mirc.com and if your anti-virus software still reports an issue with mIRC, then you would need to email the anti-virus company to report a problem with their software.
