A good idea, I like. This can really be relevant for security and to maintain anonymity when clicking on links.
Only I would yet proposed add to this the option to select a browser at the specified path, through that will open links on click in the windows of the mIRC client.
Note: If the browser selected in the options is not installed in the system, then the default browser should be used.
Here is an example of the created sample in Photoshop for option settings: