I double-click on a nick, then the window opens

This may mean that you have a script that opens a query window when you double-click on a nickname.

Or it could be one of the settings in the mIRC Options/Mouse dialog.

here with me, DO Not Disturb is also selected
but i don't know why ??

You can learn about the "Do Not Disturb" feature by going to the Help menu in the menubar in mIRC, selecting "Search", and typing "Do Not Disturb" in the search box. If you don't want the feature enabled, you can disable it by clicking on the menu item.