Well, firstly, make sure you have mIRC 6.12 (the latest mIRC version) from
this web page only. If someone attempts to use the DCC exploit against you, it should return the error
"DCC Send from <nickname> rejected (invalid parameters)" - This will appear in your Status window.
You can also view
this site for code which will send you a warning message when someone attempts to use the DCC Exploit on you.
This only works in conjunction with version 6.12.
Some users are stubborn and refuse to upgrade to 6.12 and remain with 6.03. If you are one of these users, use
/ignore -wd * which ignores all (*) DCC requests (d) from all networks (w).
If you have done all of the above already, or if you do this and it still happens, then it isn't a (or rather 'the') exploit. Someone could be packeting you, even if you have a firewall someone could do it, it's just that their IP (or the IP's of the infected machines they're using) would be logged. If you disconnect check if other services work, like web pages that you can usually log in to (this one would be a good one to check, it's never down!).
G'luck.
Regards,