Actually, auto-connect (to the last-used server) is a mIRC option. It doesn't require scripting. Go to mIRC options (Alt-O) and look in the Connect section. You can set it to auto-connect from there.
If you do need to connect to more than one network at a time, then you will need scripting to do so. Also, you may want some scripting that will automatically join a channel or channels when you connect.
/help on start
/help on connect