Being sent a virus or trojan is not a bug in mIRC, it's just something you need to take very simple measures to prevent. Not accepting DCCs from people you don't know is the first step (IF you're using mIRC as a file trading program, then that's one good way to be infected). Having a good virus/trojan scanner running in the background is another.
There are lots of resources in
this thread, using more than one is important as no ONE virus scanner can detect everything.
The 'dns thing' is explained
here if you're interested, but that is not what you are describing.
There was a DCC exploit in mIRC awhile back. It doesn't have anything to do with Windows/Microsoft, if you use the latest version of mIRC then you cannot be affected by it. This does NOT protect you from viruses or any .exe files.
If you have 'auto get' enabled in DCC options then disable it. Type
/sreq ask so mIRC always asks when you want to accept a file from someone.
Hope this clears some things up

Regards,