You have a number of choices:
[*] Use a network that supports channel registration or CHANSERV. Ask in your network's #help channel or look on your network's website for details about whether they support this, and if so, how it works (it's different on different networks...). This is the best, easiest and cheapest way of reserving/keeping a channel for yourself. Remember that even if you normally use a network without such services, mIRC allows connection to several servers at once... so you could have a private channel on network X even if you and your friends normally use network Y - and still be able to chat in all the same places!
[*] Get some bots for your channel, i.e. get a shell account and run something like an Eggdrop or Dancer bot to connect to the channel/network you choose. Have a look at
Egghelp for more information and tutorials on how to do this. This option will almost certainly cost money, and some servers ban bots completely.
[*] Set up a bnc or bouncer that will always be in the channel whether you are connected to it or not. This is probably cheaper than getting bots, but less practicable - bots can do more!
[*] Make sure that you and/or your friends have 24/7 connection to IRC and just sit in there. This is by far the least useful/practical alternative.
Two other points...
Firstly, you don't create a channel "in mirc" - mIRC is just one of a number of programs allowing you to connect to an IRC network.
Secondly, please DON'T post the same question in 3 different places, it just annoys people and makes them less likely to help you!
Cheers!
PM