Go to Tools--> Options--> then move to the Content tab and do the following:
Make sure that no options are selected except the one in the middle which is "Disable or replace context menus"

Hope that would help ... If not then try upgrading your Firefox to the latest version which is 3.0 [used to be Beta].

If it does not work then try to install this add-on for Firefox:
https://addons.mozilla.org/en-US/firefox/addon/1122

Best Regards ...