ok , do you need to restart mirc to reconnect, or just click the connect icon in at the top of mirc?
If u have firewall software, close it down and attempted to download a .ZIP file, see if you receve a different result (aka no lockup) this however might not be it, as you can receive other type files.
ZIP files are interactively accessed by the OS in some way (built in ZIP exploring) Do you have a 3rd party zip program? if so try removing, if not try addding one.
If you know someoen who can send you a file, get them to send you a txt file, then rename it to a zip file and send it again, is there a different result?