1. Disable Javascript: Most of that annoying message and protection made by javascript. If you disable JavaScript in option then nothing will active in that page. Even copying is protected in a single web-page.
2. Use this link below
http://www.users.totalise.co.uk/~bigoleg/javascript/javascript_disable_right_click.html
Here your right click do not response anymore. Write this code after loading that page and press enter.
javascript:void(document.oncontextmenu=null)
3. An another script can be use to do so
http://www.cof.orst.edu/net/software/web/html/disable_rtclick.htm
This kind of page has different kind of message box (dialogue box)