this occured in my ftp's upload directory. several files were blue. properties revealed nothing, they werent "in use" or anything. it isnt a life threatening problem, but it'd be nice to know what it means.
Go to Folders Options > view > uncheck "Show encrypted or compressed NTFS files in color.
BTW- *ARE* your MP3s all compressed by NTFS? Just because MP3s are, by defintion, compressed music files, doesnt mean they were compressed by NTFS. Those are two different things. Only the files specifically compressed or encrypted by NTFS are shown in blue, if this is what your talking about.