If you're using IE 7, various problems have been noted and reported, when using IE 7 in conjunction with mIRC. While I haven't heard of this specific problem with that combination, that might be the problem.
If you are using IE 7, then I suggest you downgrade to 6, which doesn't seem to have as many problems when running with mIRC.
If you're not using IE 7, however, then I'm out of ideas, as you've stated that you've tried everything that I would've suggested.