When you right-click you bring up the context menu. It's possible for applications to their own items (extensions) to the context menu, some of which do more than just list themselves. The most common causes for a hanging context menu are:
A faulty extension
An app that's added itself, then been badly uninstalled (so that Windows is still trying to process the extension).
An app that would normally process only a specific file type (say a graphics app) being wrongly associated with some other type of file (say a document).