You don't connect to mIRC, you connect to an IRC server
with mIRC, so my first question will be what server are you trying to use? Second, what error are you getting?
If you are trying to connect to DALnet (which has been partially down for around 4 months) then you will have to specify a server that is working, as many of them are down and the Random option is disabled. Click
here for a list of working DALnet servers