Answering my own question. mIRC was attempting to join a channel that required me to be logged in or identified. That was not happening until after the join command failed, so, by including the login info in the script, the problem was solved. Thanks to all for reading, here is what I did:
on *:START:{
server irc.irchighway.net -j #ebooks
server -m irc.myanonamouse.net +6697 <password> -j #anonamouse.net,#am-members
}
