Ok when I install mIRC and open the exe. after installation it says "missing shortcuts mIRC.exe" but isn't that being installed and isnt mIRC.exe the freaking shortcut...

mIRC installs to the directory you tell it to, be default its C:\Program Files\mIRC\ ... the executable 'mIRC.exe' needs to be in that folder. If i were you i'd go straight to the directory its installed in and make sure mIRC.exe is there, then make a shortcut to the path mIRC.exe is at (e.g. C:\Program Files\mIRC\mIRC.exe) ... this isnt mIRC installing itself wrongly.