Evolt E-500?

Question

How can I change the setting it so the pictures don't come out all blue?

Answer 1

The white balance sounds off.

If you don't understand the use of white balance:
Go into the menu and change the white balance setting to AUTO.

If you do understand the use of white balance:
Set the white balance to match the light you are shooting in, or take a custom white balance reading and use that.

Answer 2

Sounds like you have it set for tungsten under the white balance menu. Set it for daylight or automatic and give it a try.