Hi
"err:ddeml:DdeConnect Done with INITIATE, but no Server window available"
In order to create shorcut icons, mIRC uses a deprecated method: calling the Progman via a DDE connection. However, wine doesn't launch Progman in order to handle this kind of request.
Thus, one way is to get a progman app from a windows installation and then run it with wine before running mirc. Your shortcuts would be created then.
I don't know if the Progman shipped with wine source tree can take in account DDE request.
HTH, Stéphan