What is it about Windows ME and mIRC? I'm sure I've seen several problems with ME's compatibility with mIRC. You might try looking through the 'Bugs' forum for any solutions.
I don't know how you can fix that, but you should still be able to access the dialogue by either pressing ALT+O or going to File > Options.
It's annoying when that pop-up box pops up every time you connect anyway, so it's saving you set another option *G*
Hope you solve your little problem.
Regards,
