wrap it in within the contextMenuService:
<toolkit:ContextMenuService.ContextMenu>
<toolkit:ContextMenu>
<toolkit:MenuItem Header="Delete" Click="MenuItem_OnClick"/>
</toolkit:ContextMenu>
</toolkit:ContextMenuService.ContextMenu>
see http://phone.codeplex.com/SourceControl/latest#PhoneToolkitSample/Samples/ContextMenuSample.xaml for a complete sample