IE8 doesnt show open in new tab or window in context menu for anchor

Question

Well, I have a menu that has a structure similar to

<ul id="principal_menu">
   <li><a href="example.com"> menu 1</a> </li>
   <li><a href="example.com"> menu 2</a> </li>
</ul>

... and there in the page are other links like

<a id="works">this link shows the open in new tab or window</a>

the links in the #principal_menu doesnt show the open in new tab or window at right click but #works does and they are both

suggestions?

thanks