I have tested around a bit more with it, it happens only if Server Connections is checked under Port Range and Randomize Ports is turned off. Well it shouldn't display this message until all available ports under the range are really in use.
I've set the range to a high value of available ports so this shouldn't happen but it does, no firewall is blocking it.
It happens under Win7 and WinXP with a clean mIRC installation.
