Some networks require you to use the /raw command along with the appropriate parameters for things like prvmsg.
By using mIRC, you can ignore that (possible) problem by simply using the /msg command.
Not being familiar with privmsg I can't state that you're doing anything wrong. If you decide to use mIRC /msg command, then you can specify multiple recipients by separating them with a comma.
I can look up more details regarding /raw and prvmsg (and other commands) in about an hour, as I'm on a train right now and don't have the references with me.
