In addition to what Russel said, it should be pointed out that the security provided by mIRC's "lock" setting is very superficial. Anyone could kill the mIRC task and modify the config files / registry settings if they have full access to your user account on the machine.
The proper way to do this is to, as Russel said, make separate user accounts. This will keep *all* of your applications secure, not just mIRC, so you won't need to do anything special on an app-by-app basis.