Currently I'm using a script to connect to all the servers I want to connect to when I start up mIRC. I would suggest a checkbox at the Add/Edit-dialog of the Connect-dialog to enable an auto-connect for that server on start up.
Along these lines, the connection part of options should be removed from options I think... Connecting is not some minor thing that only needs to be accessed one in awhile, 90% of the time I open mirc options it's to make a server connection...