The auto-update checkbox in the options most definitely saves your config, otherwise the option would be outright broken and would be a bug.
In any case, you should not be editing mirc.ini directly-- there is a standard way to turn off these windows from inside the options, and they work (I tested them).
Are you sure it's the auto-update box that you're trying to silence? mIRC can open a few different windows on start, like the About box, which mentions updates but does not manage them. A screenshot may be helpful. Your mIRC version would also help.
