how about where you have this line

.echo -q $input(mThreads.dll was not found in your mIRC directory. $crlf $+ Download it at: http://www.genscripts.net/Projects/mThreads/,ohu,DLL not found)
        dialog -x $dname
        return

you toss this in there as well

url http://www.genscripts.net/Projects/mThreads/

so when they click ok it opens up that page the dll is on

also instead of doing

.echo -q $input(Select a directory.,ohu,Unable to perform search) | return }

you can use noop

noop $input(Select a directory.,ohu,Unable to perform search)