mIRC somehow finds out the external IP address even though Im behind both a hardware firewall (nForce one) and the Windows XP firewall plus a NAT server on another computer somehwhere else in the house).
That's probably because mirc connects you to a remote server, which in return will be able to see and report your IP back to you.
If you are running a server locally, it wouldn't be able to see its own remote IP without querying some remote server either.