1) Ctrl click (note:ctrl, not cmd button with apple logo)
2) Buy a mouse with more than one button on it -- it'll be recognised immediately
3) Go into System Preferences, Mouse settings, and tick the box to allow a two-finger gestured click. This is the best way if you don't have a mouse, since you can use two fingers on the trackpad (like you do to scroll), and then click the mouse button to get a right-click action.