Not everyone likes to upgrade.

If you do a search, you may be able to come up with some old scripts which added this capability to mIRC.

It can be done using mIRC Sockets, to create socket connections to IRC servers.

I myself used a script for a number of years which had this capability and found it very useful, before mIRC itself was blessed with multi server.

Saying that though, please consider an upgrade of either mIRC or the script you use, you really are missing out! mIRC's multi server is very well applied and much easier to script with than any socket scripts. Socket scripts can't use mIRC's on *:EVENT:'s, so things are a touch slower!