joedonahue, I think they are blue because they are compressed files. As far as changing the color try to rename the file keeping the original extension and see if it works. (If you haven't already tried this)
Blue files are hidden, as Jim said. You can see them because you selected "Show hidden files" in Folder Options. It's best not to mess with them, since they are used to undo/redo system changes, restore files, remove updates, etc. For instance, IE7 has a bunch of them in case you want to return to IE6. They are use to automatically reinstall IE6 when you Remove IE7.
joedonahue,You say they are music files they may be compressed because when you copy music if you choose smallest audio quality instead of best quality maybe this compresses the file(just a guess and assuming you use wmp).
http://www.winxptutor.com/filecolor.htm
To stop compressed files from showing in blue go to control panel click folder options>view >scroll to bottom and uncheck show encrypted and compressed ntsf files in color. I believe the reason most hidden files are blue is because they are compressed not the other way around as suggested.
Message Edited by HiGhLaNdEr48 on 10-23-2006 02:11 PM
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Message Edited by HiGhLaNdEr48 on 10-23-2006 02:11 PM