Quote Originally Posted by Conan
Sounds like Windows has compressed your files and they turn blue when this happens. When you run the Windows clean-up utility it has an option to compress files. When your files haven't been altered in a while, the clean-up utility starts marking them for compression.
Conan hit it right on the nose. They are just windows compressed files. If you dont want them to show, open windows explorer and go to Tools folder options. On the screen that appears, click on the View tab and there should be an option in the Advanced Settings box that says something along the lines of "Show compressed files in an Alternate color." Just remove the mark from that and they'll look like normal files.