If all connections are via a Java chat feature, then it is not mIRC and therefore, less easy to help you. People that threaten others and say things like "I can do things with your IP address" are usually idiots who can't actually do anything. On the other hand, they might be able to.
You should speak to an IRC Operator of the network/server you use and see if they can assist you. If not, you can check out the few methods there are to hide your IP address
. Usermodes/BNCs aren't really applicable if you're using a Java chat and not mIRC though.