Scripts in mIRC are global to the entire process, so it's not possible to load a script just for a single server. That said, it's actually a pretty good idea, and would definitely solve the common problem of running per-network scripts on a single client (instead of running multiple clients), but it would probably require a fairly big overhaul to mIRC's scripting engine architecture.

The current workaround to this is to scope the scripts themselves to a given network. Basically, instead of:

Code:
on *:TEXT:!help:#mychan: {
  msg # Help is here!
}


You do this:

Code:
on *:TEXT:!help:#mychan: {
  if ($network == MyNetwork) msg # Help is here!
}


Of course depending on the complexity of the script that may not be feasible.