Basically --presuming you're already connected to a network-- join the channel (/join #channel), and if no-one (counting bots) is already in it, it's yours. If someone or thing is in it, someone already has it. Most networks are
very unlikely to give you control/"ownership" of someone elses channel, unless there is blatant good reason (e.g. channel name is your trademark or something).
To KEEP it, you need a "bot" to hold it for you. The idea is it will stay in the channel and enforce your ownsership: op you and prevent anyone else taking control of the channel. For Quakenet, you'd be looking for an L-bot (Q is similar but more powerful, for large channels only). You can find out how to request L
here. For a different network, obviously the system is very likely to be quite different, check the network's website for some FAQ.
Firewall - try
here
Seeing as you're apparently a novice IRC user, I'll point you to and reccomend
nnscript to install ontop of mIRC. Just a addon script but I think you'll find it much better (for starters the themes, and the scripts make the interface rather a lot easier).