First, be aware that when using dcc server (the alternate method referred to) you have to dcc to the ip addy, not the nick. In any mIRC window, type /help dcc server and scroll down to that area to be sure you are typing the command correctly.

re your dns, its possible that your isp is having some dns probs, or the sender is. HAve you tried checking it yourself to see if the correct info is showing? Try to /dns yourself, ( dns your nick and then dns the ip, or //say $ip to compare them). To be sure mIRC is getting the correct ip for you, in any mIRC window type /localinfo -u