I should imagine that the installation is stopping at a file called "urls.ini" - this is a .ini file that comes with mIRC to store URL information in. It is not needed to complete the installation or make mIRC work.
This is a common issue, most probably caused by antivirus programs scanning the mIRC installer file and causing it to be corrupted (or some other similar program).
See
this thread for information and also follow the link in that thread for another useful thread!
Regards,
