Look at your source code for that page. In it, you'll see something like this (this is from 3.7 beta 2, yours may be slightly differerent):
Code:
<pre class="alt2" dir="ltr" style="
margin: 0px;
padding: 6px;
border: 1px inset;
width: 640px;
height: 34px;
text-align: left;
overflow: auto"><span style="color:#000080"><b></span><span style="color:#000080"><font size=<span style="color:#0000FF">
The blue is defined at the beginning with that span tag. Do a global search through your files for "000080" and it comes up a couple of times including in file class_bbcode.php around line 2130. I think that is where you need to change it.