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$(document).bind("click", function(event) {
    $("div.custom-menu").hide();
});

.custom-menu {
    z-index:1000;
    position: absolute;
    background-color:#C0C0C0;
    border: 1px solid black;
    padding: 2px;
}

$(document).bind("contextmenu", function(event) {
    event.preventDefault();
    $("<div class='custom-menu'>Custom menu</div>")
        .appendTo("body")
        .css({top: event.pageY + "px", left: event.pageX + "px"});
});