You could also try disabling the anti-virus or firewall completely to see if that resolves the issue. If it does, you know that it is due to them. If it does not, you know that you need to make a change to the settings in mIRC to make it work. This may require changing the settings in Options/Connect/Local or the UPnP settings in Options/Connect/Options/Ports (if your router has UPnP enabled).