Look at this to se how to do it..
http://forum.mikrotik.com/t/dhcp-options-option-60-66-not-working/65046/1
You have to add " and ’ to the beginning and to the end of the string.
Like this
/ip dhcp-server option add name=wpad code=252 value="'http://192.168.0.235/wpad.dat'"