Problem with popupmenu

[RhinoBull]

Now I need to show second context menu on this dialog but here is problem because first context menu is not closed yet.

That isn't your problem - menu gets closed when you click on any of its item.
The problem actually is your modal form - you can't show another window (and popup menu acts like another window) on top of modal forms.
What I would recommend is to show menu on your modal form normally (instead fo popup) so user can simply select it.