//register the custom row behavior
BaseGridBehavior gridBehavior = RadGridView1.GridBehavior as BaseGridBehavior;
gridBehavior.UnregisterBehavior(typeof(GridViewTableHeaderRowInfo));
gridBehavior.RegisterBehavior(typeof(GridViewTableHeaderRowInfo), new CustomGridHeaderRowBehavior());

public class CustomGridHeaderRowBehavior : GridHeaderRowBehavior
{
    public override bool OnMouseDown(MouseEventArgs e)
    {
        if (e.Button == MouseButtons.Right)
        {
            GridCellElement cell = this.RootGridBehavior.CellAtPoint as GridCellElement;

            if (cell != null)
            {
                if (cell.ViewTemplate != cell.MasterTemplate)
                {
                    // Cell is on the child template
                    return true;
                }
            }
        }
        return base.OnMouseDown(e);
    }
}