You can disable the Internet Explorer browser context menu by using Group Policy
to enable the Disable Context menu Group Policy Object at
User Configuration\Administrative Templates\Windows Components\Internet Explorer\Browser menus.

If the policy is Not Configured, you can Merge the following NoBrowserContextMenu.reg
file with the users registry or run regedit /s NoBrowserContextMenu.reg:

REGEDIT4

\[HKEY_CURRENT_USER\Software\Policies\Microsoft\Internet Explorer\Restrictions\]
"NoBrowserContextMenu"=dword:00000001