1. check
www.mirc.org go to the links page, and follow the directions for xp (sp1 or sp2 as it applies).
2. make sure your ISP has a DNS server running.
3. make sure, if your on a local area network with multiple computers using one connection to the backbone, that your router is passing down the ports your using for mIRC to the machine trying to connect.
Thats about it for starters. If none of this resolves the issue, try and find a friend in the area who is using mIRC and have them work with you locally at your machine.
Good luck.