Check your settings under
(rightclick >) Options > Preferences > General > [General settings]
Is "Show main window on single click" selected/checked?
Deselect/uncheck it and I think your problem for your Volume up/down definition should be solved.
I'm afraid I don't know a solution for your rightclick-combinations, which will always result in the menu being shown.
Not really a bug I would say; just an unfortunate choice for a definition.
I would personally not suggest nor support a new feature like an option to switch normal right-click function off, as not all skins have a button for menu.
If you have a five button mouse, you could use the previous/next buttons for your purpose (they will perhaps be recognized as multimedia keys 1 and 2)
