mIRC gets the name from the lines:Welcome to the [color:red]DALnet
IRC Network [/color]
and... PREFIX=(ov)@+ NETWORK=[color:red]DALnet
SILENCE=10 ... are available on this server[/color]
So it's servers' fault, not mIRC's
All you can do is to ask servers' admin to change it (if you're sure it's not one of DALnet's servers).
There is also an option Connect -> Options -> "Multi-Server" and then "show in status window switchbar buttons", where you can disable showing of Network Name.