That's not accurate, mIRC always triggers the first matching event in each file.

Also note that on TEXT is bound to get you flooded off by a lamer or two.

Code:
on *:TEXT:$($me):?:{ 
  if ( $away ) { msg $nick Hello }
}
on $*:TEXT:/!\?$/:?:{ 
  if ( $away ) { msg $nick please dont shout }
}
on $*:TEXT:/\?$/:?:{ 
  if ( $away ) { msg $nick say what? }
}

^Using regex because I couldn't figure out how to match ? without it confused