Half the point of the portable mode is not to touch the system configuration.
But you might try installing it as non-portable, then (with mIRC not running) move the stuff from %AppData%\mIRC\ to the folder in which you installed it, and change references in mIRC.ini that point to %AppData%\mIRC\ to point to the install folder. (Note that %AppData% refers to the Application Data folder under your user directory.)
This hack may not have the desired result—or even work at all; i've never tried it. But it's worth a shot, if you really want the peculiar config. (The alternative is to set up the protocol handler manually in the Windows registry—which i don't know how to do off the top of my head, and don't recommend to the average user, as you can seriously injure your system meddling about in there.)
