The CSS selector you need would reference both the blue class and the a tags beneath it.
.blue a {
color:blue;
}
Note that there is another syntax which you may also want to consider:
.blue>a {
color:blue;
}
note the > between .blue and a in this example. Both examples will work for your given HTML code, but this version more specific than the first, because it only affects <a> tags that are immediate children of blue. In other words, if you had an <a> tag inside the <div>, the first version would affect it, whereas this version wouldn't.
The downside is that IE6 doesn't support the > selector, so if you need to support IE6 users, you must use the first version. Fortunately, IE6 users are becoming fewer, but there are still a few of them out there.
One other thing: I'd also advise you to avoid using class names which refer to the actual colour. It's usually better to call it menulink, or something like that.
The reason for this? Imagine in the future you want to change your site a bit, freshen it up for a new version. Maybe new corporate colours afer a rebranding exersise. Whatever. You could do that without an change at all to your HTML code; just a CSS update:
.blue a {
color:red;
}
...but now your CSS doesn't make sense. If you'd called it menulink, you will always know what that class refers to, even if things change over time.