If you join multiple channels and arrange them in a particular order, they should remain in that order. There is no feature in mIRC that will make a window come to the front when a message is received in a window - that would be very disruptive as it would make following a conversation in a particular window impossible.

Are you sure this is what is happening? If you run mIRC and join your channels and then watch as messages come into the channels, do the windows change position?