A year or two ago I installed mIRC v6.2. I never got around to using it because the people I wanted to chat to were mostly in a different time zone so they were generally asleep during my daytime! I'd like to start using it again though and fired it up again yesterday.

My first problem was that AVG antivirus detects mIRC as malware - though that's probably easy to fix. My second problem was setting up notification beeps (i.e. when someone types my name). I found this thread which described how to set up the beeps. However, when I press ALT+B I don't see anything called "Highlight". Is this a feature that's only been introduced recently? Or did I misunderstand the instructions?

Version 6.2 is very old. The Highlight section has since been moved. If you install a new version you'll find it in the Adress Book.

Thanks. I'll try installing the latest version and see if I can find it.

Should this forum send me an email when someone replies to my thread? I didn't get one and can't see anywhere to set this up.

Only if you add the thread to your Watched Topics and have your preferences set to email watched topics. Preferences are found under My Stuff at the top menu.

Thanks. I changed the option in my preferences so hopefully, it'll work now.

Getting back to my original question... I found the "Highlight" option in my settings and selected it to play a sound whenever someone uses my name in their text. I changed from "No Sound" to "Beep" but I still don't hear any beep (although to be fair, I've only tried sending the name myself. No-one else was on the IRC channel at the time). Should this be working now?

If you send yourself a message it should work, as long as the window you are receiving the message in isn't the active window.
To test if your internal beep is working you can just type /beep 1