How would including the install exe with your distribution help? Users will still have to manually place your script and load it. Automatically installing mIRC and your script at the same time would require modifications to the mIRC installer (not good), or you creating a seperate installer for your script.
You can host the installer on your website, there's nothing wrong with that. I'm guessing it might be prefered if you linked to an official site's installer though. The idea is trust and integrity. There are all too many "mIRC" downloads pre-bundled with scripts and even edited executables.
My advice would be writing a short page explaining how to unzip and /load your script. If users can be educated enough learn /join and /me, then /load shouldn't that much to ask of them.
You can even use WinZip's Self-Extractor that automatically displays a readme.txt once the files are extracted. If you have multiple scripts, create a loader script that On Start that checks and /loads everything then unloads itself.
Better yet, the WinZip Self-Extractor can automatically overwrite existing files, including mirc.ini, which already has all your settings and scripts loaded.