Hey there, and welcome to the mIRC message boards
Firstly, just to say that IRC means Internet Relay Chat. It's a protocol that you can connect to with an IRC client such as mIRC. There are other IRC clients out there. More info can be found in the
IRC FAQ section.
If you have mIRC installed on your computer and you did not install it, and you cannot uninstall it, then it is very likely that you are infected with some sort of virus or trojan. A lot of trojans use mIRC to connect 'GT Bots' (Global Threat Bots) to IRC networks. These bots can then be used to spam and attack people, servers or websites. Each GT Bot exists because someone on the Internet is infected, thousands of people are doing this with absolute no knowledge. More info on GT Bots can be found
here.
To get rid of it you'll need to run 2-3 virus/trojan scans. No ONE virus scanner can detect everything. It can be annoying, but you need to download and install several antiviruses, update them, and then run them. A full system scan with several antiviruses/anti-trojans could take 2+ hours. Please see
this thread for lots of resources. I recommend SwatIT! and The Cleaner for GT Bot removal. Make sure you also run the Housecall online scan.
Firewalls are a good way to prevent people exploiting your computer through open ports. I couldn't help you set up your firewall with your games, however, you should contact the game manufacturer (or go to the website of the game community) and find out what ports need to be open, then open those ports in your firewall and have it enabled.
Hope this helps!
Regards,