You shouldn't even have to right click. In fact I'm not sure you can as it's Flash based. If you just click on the link it flickers with a yellow overlay that says copied, so automatically copies to you clipboard. So it's straight forward copy and paste into your post. The only thing that may be stopping it for you is if you Flash plugin for your browser is out of date.
Like most of these moronic websites/designers that don't consider users on older systems for the sake of bling/effects, this could be your issue. The sooner Flash completely dies off on the web the better. There are security issues with Flash as well.