there's no way to do it out of the box.. but you can rig together an autohotkey script to manipulate the window styles. i've done something like this
before to hide the scrollbar in the chat area automatically in mirc.
if you don't feel like messing with autohotkey, have a look at this program: http://www.nirsoft.net/utils/winexp.html
.. you can open up the inner guts of the chat windows inside mirc and toggle the visibility of window elements like border, etc.