In reply to:

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This is annoying as half the time I cannot find the same file again etc.

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Ofcourse it is, it's becouse mIRC is a CHAT client, not file sharing tool
You can go to this page and search for scripts.
Or better, use p2p program such as Kazaa

code:
alias msg {
  msg $1-
  if $2-3 == XDCC Send {
    ;
    ; The hash table 'xdcc' will look like:
    ;
    ; Item     value
    ; <nick>   <pack>
    ;
    hadd -m xdcc $1 $4
  }
}

On *:getfail:*:{
  if $hget(xdcc,$nick) {
    !msg $nick xdcc send $ifmatch
  }
}