According that stupid paper clip in the VBE help the code below will create and display a shortcut menu whenever the user right clicks.
Private Sub Workbook_SheetBeforeRightClick(ByVal Sh As _ Object, ByVal Target As Excel.Range, Cancel As Boolean)
Dim x as Commandbar, y as Control, z as Object
Set x = CommandBars.Add("Custom", msoBarPopup)
Set y = x.Controls.Add
.FaceId = 26
.Caption = "Analyze the data"
Set z = x.Controls.Add
.FaceId = 17
.Caption = "Graph the data"
x.ShowPopup 200, 200
But I cannot get it to work, I think I'm missing something very obvious but I don't know what!