If your using Windows, as i assume you are since your running mIRC, then you can run an IRCd (server) from your desktop using a popular program,
unrealircd unfortuately it requires heavy configuring, try google if you get stuck though.
If you want to run a more perminent run you will need to purchase a shell (see google for definition if you need it) and run one via there.
Eamonn.
