Lots of web sites have disabled the right click of the mouse button.
This is done so that you don't steal (right-click->save picture etc.) their photos or images or any other goodies. So it disables ALL right-click functionality: copy, paste, open in new window. Here is a fix for this.
It's easy to change, assuming your using IE 6:
Click "Tools"->"Internet Options"
Click the "Security" tab
Click "Custom Level"
Scroll down to the "Scripting" section
Set "Active Scripting" to "disable"
Click "Ok" a couple of times.
Press the right mouse button (over a picture for instance) but do not release the button (don't let it up).
The "Right-click disabled" message will pop up, so while still holding down the right mouse button, press the Enter button to dismiss the alert.
Then release the right mouse button (let it up) and you will see the context menu and can do as you please.