If you mean you can't right-click on the Menu items just above Start, it's just the way Windows is built - can't be done. However, if you mean you can't right-click on any items AFTER Start -> Programs -> and further items in the menu then there is a problem. Please clarify either way.
Usually Run, Help, Find, Documents, Favorites, Settings, Programs cannot be right-clicked. You can add items above Start in the menu which you CAN right-click. It just depends which ones you are trying to right-click.