Tricsim,
You can download and try this program:
http://www.nirsoft.net/utils/shexview.html
Disable program Shell Extentions 1 by 1 and test if the right clicking feature returns to blank spaces..
how ever, if you disable all of these Shell Extentions and none seem to fix it I will have to research his more..
IE programs may run in the background to make the loading of certain items (maybe addons or just some features of IE) so that when you actually run the program it loads faster.. This is a hassle as it takes up memory and CPU usage, and can cause problems with other programs..
I would suggets maybe doing a System Restore to before you were having this problem.. Did the problem start to occur after installing IE9??