If you don't want Blue text use "My Computer" , "Tools" > "Folder Options" > "View"  , scroll to
"Show encrypted or compressed NTFS files in color"  & remove tick.

 

You could also use "Disk Cleanup"   scroll to "Compressed old files"  & if is shows any KB saved , tick then OK.
If you don't want XP to Compress used files you can delete HKEY (this speed up display of Disk Cleanup window) by using regedit & navigate to HKEY
HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Explorer\VolumeCaches\Compress old files
right click & select Export if you might later want to add back or just Delete HKEY.