After some research of turning on and off various plugins in IE, I've found that the PDF Creator plugins are hiding the right click - Open in New Tab from being displayed.

I have a new computer at work - HP workstation and the PDFCreator tool came pre-installed. After doing all the possible Windows Updates, Updating Acrobat, and most drivers, I found the toolbar was preventing the right click from being displayed.

System Info: Win XP Pro - IE 7.0.5730.13 - PDF creator most recent.