If you are sure there is absolutely nothing in your .ini files, try connecting to another network and seeing if the same thing happens - certain other servers/networks (usually smaller ones) force you to join a channel when you connect to IRC. If you connect to one of the bigger networks (if you are not already) such as Undernet or DALnet, then you will see if it's your mIRC client, or the IRC network.
If it's your mIRC client, it *must* be some sort of script. When in ALT+R, go to the View menu, and see if you have other remote files loaded. Also, before you connect, type /!remote off and see if it still happens.
Make sure you only download mIRC from this website and from no other.
Regards,
