mIRC installs to the directory you tell it to, be default its C:\Program Files\mIRC\ ... the executable 'mIRC.exe' needs to be in that folder. If i were you i'd go straight to the directory its installed in and make sure mIRC.exe is there, then make a shortcut to the path mIRC.exe is at (e.g. C:\Program Files\mIRC\mIRC.exe) ... this isnt mIRC installing itself wrongly.
