I've right-clicked on links in Firefox and selected "Open Link in New Tab" for years now, it's a very engrained behavior. I'm not willing to unlearn that behavior just because Diigo puts its menu items at the top of my menu, especially since I don't know if I want to stick with Diigo yet (I'm a brand new user).
I just found the option that I could uncheck to move them down, but I almost just uninstalled the plugin instead.
I suggest you default that option to unchecked.