COMPRESSED FILE, to save disk space on your hard drive and
if you dont want it blue then you have to turn
off "Compression".
Here is how, goto My Computer and Right Click your hard
drive usualy (C

and click on Properties, now look
towards the bottom of that window and you should
see "Compress drive to save disk space" uncheck it and
then click apply, now a window will popup asking to apply
it to C: only or C: and all files and folders,
Select "Apply changes to C:\, subfolders and files.
Oh yea, this will take along time aswell.