Ensure that you have the latest version of mIRC from
www.mirc.com/get.html.
People did report this occuring in
this thread and people found it occuring less on more recent versions, although not impossible.
It may well be some sort of virus, so use 2-3 virus scanners to check your system out - suggestions in
this thread.
Might have been a conflicting script I guess, but it extremely unlikely.
If you're on Windows XP/ME you might be able to use the System Restore feature to jump back to before your script files disappeared. Might help you get them back. For Windows ME see
these instructions and for Windows XP see
these ones.
Best of luck
Regards,