Lots of web sites have disabled the right click function of the mouse button... it's really, really annoying. This is done so that you don't steal (via right-click->save picture) their photos or images or any other goodies. Unfortunately, it disables ALL right-click functionality: copy, paste, open in new window.
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.