правой кнопкой по ссылке в Internet Exploler и выборе пункта меню, созданного мной в Internet Exploler

Under this key, you create a key (not a value) whose name contains the text you want displayed in the menu. The default value for this key contains the URL that will be executed. The key name can include the "&" character, which will cause the character immediately following the "&" to be underlined. The URL will be loaded inside of a hidden HTML dialog box, all of the inline script will be executed, and the dialog box will be closed. The hidden HTML dialog box's external.menuArguments property contains the window object of the window on which the context menu item was executed.