Ok. I use ZA aswell. I'll try to walk you through this.
[*]Open up the firewall
[*]Click Program Control on the left [*]Click the Programs tab near the top.
[*]Find mIRC in that list [*]Clik on the question marks or red "x"s, and click the green check mark (Allow) for each colomn.
And you should be good to go!