I try to join a channel and I recieve an windows xp message say this program needs to close. What should i do?

This is a problem with Windows, not mIRC.

Make sure that you have all of the updates available from the Windows update site Windows Update and ensure that you reboot each time it is recommended, even though you'll probably be given a choice to reboot now or later. If you are given that choice, pick now, as some updates won't install until others have finished installing, which, in turn, requires a reboot.

If you are using custom dlls for something, then those might be the cause. Try with a clean mIRC, if it works ok then, it's some problem with the dlls or the script you installed over mIRC and you should either use something else or contact the authors of that script/dll.