I can't reproduce what you're seeing. When I create that alias and run it, mIRC does not respond either to clicking the red X in the taskbar popup window to close it, nor does it respond to clicking on the minimize button. When I press Ctrl+Break, then mIRC is no longer frozen, but it still doesn't respond then to the prior clicks of the close icon or the minimize button.

When I use from an editbox instead, i get slightly different behavior, but not as you're describing. From an editbox I do:

Code:
//while (1) noop


... and mIRC is frozen, I click on on the minimize button in the upper right corner, and nothing happens. However as soon as I press Ctrl+Break, mIRC immediately minimizes. If I repeat the editbox command, only this time I use the taskbar icon's red X in the taskbar popup window to close the program, and again nothing happens. I then press Ctrl+Break, and now the "are you sure" prompt comes up. I'm not sure what you're doing to get it to display the "are you sure" during the while() loop.