Are the cells colored blue manually or by Conditional Formatting?
If by CF, use the same criteria to select the cells.
By "delete" do you mean clear contents or delete>shift up or left?
If manually formatted to blue...................
If you have Excel 2003(don't know about 2007)
You could try this alternate method which doesn't use VBA or any add-ins.
In 2003 you can specify the Format color to look for under
Edit>Find>Options>Format>Format.
Select the color from the Patterns dialog and Find All.
In the found dialog box the first cell will be highlighted.
SHIFT + End + Down Arrow to select all found cells.
The selected cells can then be Edit>Cleared or Shifted.
Otherwise you would need VBA
Gord Dibben MS Excel MVP