on *:TEXT:!say *:#: /msg $chan $2-
The blue potion is the event. this can be TEXT, ACTION (for /me's), NOTICE (for /notices) as well as others. for a nice list, just type /help on and a few will show up.
The red shows what text you are looking for. You want anything beginning with !say <some text here>. The * means "any value", so !say would me !say <watever>.
The green is the channel you want it to work with. By default, # meany "any channel". If you want just your channel, you can use #<name>. If you want a few channel, seperate with commas (#chan1,#chan2,#chan3)
The orange is the command. You can use /msg /query or /notice. The $chan is an identifier representing the channel it was said on. When mirc evluates it, it will replace $chan. The same with $nick, being the name of the user to trigger it.
the $2- is an identifier meaning the "2nd word onward". Using this as your example, mirc seperates the values by words. $1 would be !say and $2 would be the first thing said after say. ex: "!say Hello, world!"
$1 = !say
$2 = Hello,
$3 = world
the hyphen (-) after the $2 means "start at the second word, and continue going". So in effect it saves you from typing $2 $3 $4 $5 ...
Hope that helps you out. If you need any more assistance, either use /help (command or topic) or ask on the forums!