Ok every time I try to start a download, it always gives me the error message "/dccserver +sc on 59." I made the Windows firewall allow mIRC to connect and everyone said that it's a firewall problem. I don't have a router so I have no idea what's wrong. I hope I don't have like a hidden firewall...

You can take a look at this thread and also use the Search feature for many more about this issue. Furthermore, note that mIRC is not for 'downloading', and depending on what you're 'downloading', you will not be helped with it, see this thread for some more info.

Regards,