this is where you start mirc minimized, or use the on start event to minimize mirc and launch the game/script/whatever. you dont need an exe, and honestly, i *WOULD NOT* trust these scripters nowadays with executable files. if i were hosting a mirc scripting site, no exe files would be accepted, period.
Can you honestly tell me you would use a "mp3 player" or a "game" that you found on some website made by some guy you dont know? HONESTLY? i pray you say no, but just in case, get yourself a really high tech antivirus and filesystem protector. you might need more than that though.