I can't reproduce this. Setting my language to Spanish saves just fine, and the default language is English as per my Windows install.
Instead of installing mIRC over an existing broken install, completely uninstall mIRC (you can backup your settings and scripts to somewhere safe if you like) and install a completely fresh copy. Make sure to uninstall first, though. If it doesn't work then, it might be an issue with your OS environment. Not ruling out a bug, but it's likely that if it is a bug, it could be specific to regional versions of Windows (like your Spanish copy). It could also just be an issue with other corrupt/broken files on your machine, which would not be mIRC's fault.
FYI, I don't have the "Agents" dialog button showing in my mIRC, this either means the version is incorrect, or, more likely, I simply don't have Agents installed and you do. Of course, having Agents installed means one of two things: your Windows install is an upgrade from XP, not a fresh install, or you manually installed MS Agents after installing Win7. Either way, MS Agents *could* be the cause of the speech options not properly saving. I would suggest uninstalling agents if you are not using the feature, as it is deprecated in favor of the new speech options. Try this *after* trying a clean mIRC install, though.