Add X to Notify List:
/notify on
/notify X

Or you can load manualy with: /ldx

*** X CService Control Loaded

Still NO MENU - NOTHING

If mIRC is installed in c:\Program Files, you must copy X folder here:
C:\Users\YOUR USERNAME\AppData\Roaming\mIRC\scripts\
I tested this on a clean installed mIRC.

OK I Will try there. It wont work on script? My Script is in D:\ Drive... Its Loaded there but no menu. I will give a try in Clean mIRC.

If you followed instalation steps, it must work
I use a portable version of mIRC
D:\Program Files\mIRC\scripts\X\
and is ok.

• Loaded script 'D:\2pacLegacY BlacK Final\RuGaL Undernet\scripts\x\startx.mrc'
  I Create an seprate folder in my script and extract there addon is loaded as you can see after that I
  add X to Notify List
  /notify on
  /notify X

For portable version of mIRC
scripts folder must be in the same folder where mirc.exe is

scripts (and X folder must be in this folder)
mirc.exe