hi,
i got 3 internet router in our network. Is it possible to create a script. Which will auto replicate a new firewall rule in router 1 into router 2 and 3.

It is possible. See these threads:

Script only on the "master" router
http://forum.mikrotik.com/viewtopic.php ... 97#p388888

Scripts are put on all routers
http://forum.mikrotik.com/viewtopic.php ... 40#p307665