There's another post about this
here .
I use CA's EZ Antivirus, and found that by adding the path to the mirc.exe file into the exclusions list for Real-time and On-demand scanning, it prevented it from deleting the mirc.exe file.
The only problem with this is that if something attempts to replace the mirc.exe file with anything nasty, then the AV wont pick it up. However, I also use Kerio Personal Firewall which detects when an .exe as been replaced/modified.
Hope this helps.