mirc hotlinks ftp addresses by default, you don't need a script for that. I'm not sure what your problem is, but try this:
on ^*:hotlink:ftp?//?*:*: if ftp://* !iswm $1 { halt }
on *:hotlink:ftp?//?*:*: run $1
Whenever you doubleclick on a ftp link, the default ftp program in your system is opened. Change /run to whatever you want (like /run someftpclient.exe $1). $1 holds the ftp link.