Hi MartynM,
The files which are blue in color are the compressed files. By default, these files are in blue font & are compressed to save space on the hard drive.
If you want to uncompress the files, you may follow these steps:
a. Click on Start, and then click My Computer.
b. Double-click the NTFS Volume that contains the folder or folders you want to compress.
c. Right-click the file or folder you want to compress, and then click Properties.
d. On the General tab, click Advanced.
e. Click to unselect the Compress contents to save disk space check box, and then click OK.
f. In the Properties dialog box, click OK.
g. In Confirm Attribute Changes, click the option you want.
Additionally, if you want change the display of files and folders that are compressed in Windows Explorer, follow the section ‘Displaying Compressed Files in Color’ from this link:
How to Use File Compression in Windows XP?
Hope the information helps.