If your right click menu is gone, it is probably due to the "Enable Dragging and Dropping" setting has been disabled. Try this:
* Classic Start Menu:
1. Right-click Taskbar
2. Select Properties
3. Click Start Menu tab
4. Click the Customize button
5. Place a checkmark next to "Enable Dragging and Dropping"
6. Click OK, then Apply
* XP Start Menu:
1. Right-click Taskbar
2. Select Properties
3. Click Start Menu tab
4. Click the Customize button
5. Click the "Advanced" tab
6. Place a checkmark next to "Enable Dragging and Dropping"
7. Click OK, then Apply