Create a text (txt) file in your mIRC folder and name it mirc.ini, then run mIRC and start from there.
As a note, if you haven't changed your settings, your files may not show the .txt extension, so if you rename it to mIRC.ini, it will really be mIRC.ini.txt, which won't work. You'll know if it works because the icon will change and you'll also see the extension before renaming it. If you are still using default settings, you can go into a folder and go to the Tools > Folder Options > View, then uncheck the Hide extensions for known filetypes option. (Those instructions should work for XP and Vista... not sure about other OS versions).