Code:
alias testcase {
  while ($true) { }
}


Executing this code, you should be able to minimise mIRC, then right click on it in the task bar and click "close"...

mIRC pops up saying "Are you sure you want to exit mIRC? mIRC is connected to a server."

However, confirming the decision to exit merely goes back into the infinite loop, and mIRC doesn't close as you'd expect.