1) In the Address Book (/abook) click the Highlight tab.
2) Click Add
3) Enter the words you want to be searched for in the dialog box headed "Highlight messages that contain these words"
4) In the drop down box Match On, select message
5) Select colour and sound as to your wishes
6) If you wish a Tip (as previously mentioned), check the Tip Message box and enter the message in the box headed Message
If any of these items do not appear in your address book, then upgrade your copy of mIRC to 6.33