What grid are you using? Here is code for a GridDataBoundGrid. The code for a GridControl would be similar.
private void gridDataBoundGrid1_MouseUp(object sender, MouseEventArgs e)
{
Point pt = new Point(e.X, e.Y);
int row, col;
if(e.Button == MouseButtons.Right
&& this.gridDataBoundGrid1.PointToRowCol(pt, out row, out col)
&& col <= this.gridDataBoundGrid1.Model.Cols.HeaderCount
&& row > 0)
{
this.contextMenu1.Show(this.gridDataBoundGrid1, pt);
}
}