Well, s00p, as far as the security is concerned, not including MSL by itself, mIRC is relatively safe to get info from a website using a socket...not unless someone has a website specially crafted to aim for mIRC users to fall victim.
If you really are that security savvy, isn't it evident to NOT fetch info from a website that has security holes? Perhaps check the sites first with handy tools like site advisor or link scanner or any other software that can scan a website to see it's been exploited? This is a coder's responsibility when it comes to sockets. Just a matter of my opinion.