The default settings for mIRC does not include any auto-join channels. It does include an auto-display of the channels that have been put into the favorites. If you're auto-joining channels, then you're either running one or more scripts that forces you to join those channels (type /remote off to disable this possibility) and/or you're joining a network (or networks) where the IRCops/Admiminstration requires you to join a specific channel upon connection to the network.
If the latter, all you can do is not connect to that network, as this is done using server level commands, which mIRC has no control over.
