Thanks for your post. Are you using anti-virus software? Which anti-virus software are you using? Have you tried rebooting?
I just tested this again, with a clean install, also using portable mode. I ran mIRC, typed "/echo http://example.com" and pressed enter in the Status window, and then right-clicked the mouse on the above link. It showed the "Open Link" etc. options and I was able to open the link a browser.