As mentioned, if you want everything in the same location, just stick the files in the install folder (you really only need to move mIRC.ini there to get mIRC to use that folder, but you might as well move the rest). However, if you're just concerned about the script files, just save them to the place you want. It may default to one location, but as with most other apps, you can use Save As to save to a location of your choice.
The main thing is that the permissions in Vista (and to a lesser extent, Windows 7) can make it troublesome to store everything in Program Files unless you change permissions as mentioned. You can easily get around that by installing/moving mIRC to somewhere else, such as c:\mIRC\.
