It was explained pretty simply above.
Do note,
mIRC has nothing to do with nickname or username registration on any IRC network. Do be aware that just because you are connected to a network, there are other networks with thousands of other users, and different servers, etc.. Are you using GameSurge per chance? Check out
www.gamesurge.net for help with AuthServ (create an account with them
here) - Do note, I am not saying you definitely ARE using GameSurge, so registering at that page is not something I am telling you you have to do - but if you ARE connected to GameSurge (check below to see how to find out if you are), then you can use that page to register with AuthServ.
You need to check out the website of the network you are using - you should know what IRC network you're connected to. However, if you do not, check your Status window, or type
//echo -a $network when connected. Then search Google for their website by putting in the IRC network's name.
The error message related to NickServ just means that the IRC network you use doesn't have the NickServ service. Again, Services have nothing to do with mIRC.
I suggest you also go to the #Help channel on your IRC network for further assistance, type
/join #help when connected.
Regards,