ContextMenu cm = new ContextMenu();
MenuItem menuAdd = new MenuItem();
menuAdd.Header = "Add";
cm.Items.Add(menuAdd);
thumb.ContextMenu = cm;

<Window.Resources>
    <ContextMenu x:Key="contextMenu">
        <MenuItem Header="Add" />
        <Separator/>
        <MenuItem Header="Remove" />
    </ContextMenu>
</Window.Resources>

<Button Width="120" Height="32" Name="btnTest" Content="Nur ein Knopf"
    ContextMenu="{DynamicResource contextMenu}" />

ContextMenu cm = FindResource("contextMenu") as ContextMenu;
btnTest.ContextMenu = cm;