Are you getting this error as soon as you start the installer, or at the end by a file called "urls.ini"? There was a recent bug report concerning the latter that you may want to read, see this thread
Do you have any virus/trojan scanners that scan all your downloads? Before even clicking the download link, disable all virus/trojan scanners and then close all other programs (jncluding IE) and try installing mIRC, see if it does the same thing. Save the .exe to your desktop and not some C:\ subdirectory.
Paradoxically, you may want to do a full system virus/trojan scan, perhaps one is corrupting your system. There are a number of good resources in this thread
. Good idea to use more than one as no ONE can detect all viruses/trojans.
Hope this helps