Umm, if I understand you correctly, a new window pops up when you're kicked from a channel...default mIRC will not do this, and I don't know of any options which pop up a window when you get kicked. There are some events you can have which will pop up a new window, so first let's just make sure it's not that:
File > Options > Display > Windows
Clear any and all check boxes in that window.
If that doesn't work, then I'm guessing you have some sort of script. Either unload the script - //unload -rs scriptname.ext or type /remote off before starting your game.
If that doesn't work either, try using the Search option on this forum for any other related issues, and see if that contains any info.
If none of the above works, either reinstall mIRC and when it asks if you want to keep the options of any previous mIRC's, choose NO, or you can repost here and tell everyone it hasn't worked and we can continue to help you!