Site Actions Drop-Down not working

Add the SharePoint site to the list of Trusted Sites (IE6) or Local Intranet (IE7/8), please following the steps:

• In Internet Explorer, on the Tools menu, click Internet Options.
• On the Security tab, in the Select a Web content zone to specify its security settings box, click Trusted Sites / Local Intranet, and then click Sites.
• Clear the Require server verification (https:) for all sites in this zone check box.
• In the Add this Web site to the zone box, type the URL to your site, and then click Add.
• Click Close to close the Trusted Sites / Local Intranet dialog box.
• Click OK to close the Internet Options dialog box.