mIRC is awesome. Instead of downloading it off a stranger, go to their homepage to download it:
http://www.mirc.com/
Turn off DCC (as others recommended)..you can chat just fine without having it on. Just keep playing with the program and you will get the hang of it.
As for your own chat server...that gets more complicated...
Easy way: Create a room on an established server.
Hard way: Owning and running your own server.
I would start out with your own room to begin with...then work up from there.