Context menu on the wrong screen

[some_yahoo]

I have 2 screens and sometimes I like to record tutorials.
So I moved my Windows main screen to screen 2 to get my Start bar out of my videos.
Loaded up Wings, right-clicked to create a cube, and the context menu comes up on the main screen, not in the middle of the Wings window like it has for 500,000 years.

I need to have this behaviour changed.