Hello,
As i previously said, this is a limit of Windows. It does not have good MP3 support and renaming support for the MP3 files. It could be because of several factors. Spyware, write protected files, DRM files....
I can only suggest that you try WMP. See if that works. IF the right click doesnt work that is your best option to do it with Windows alone.
Cheers,
Mak