I wanted to post an update.  Note that this only happens under the Visual Studio development environment and only started recently.

When I publish the application on the same development machine and navigate to it, the context menus work fine.  So only under the development server does this happen.

Hi,

I found what was causing this.  We use the Flesk.NET Accelerator and ViewStateOptimizer to optimize our pages by compressing resources and storing view state server side.

It looks like the combination of using these and loading the pages in Visual Studio's development server causes the resource to not load.  In this case, the ISRes.axd specific to the grid's style sheet was not loading for some reason.  The JavaScript resources loaded just fine.

I had to filter the ISRes resource files and that fixed the problem as it loads fine now.  If anyone else uses these utilities, here's how I filtered it in web.config in the appropriate section:

<Exclude Match="ISRes\.axd" />

 I hope this helps anyone else.  As before, it works fine under a published site in IIS.