Looks like the original question is kind of old, but if danielo is still interested, the blue smoke is probably aluminum oxide due to high temperature oxidation of aluminum in the atmosphere. The reason it appears blue is due to light scattering. The particles scatter short wavelengths more efficiently than long wavelengths, so the smoke appears blue when the light source is in front of the smoke (scattered light travels back toward your eyes), and red/brown when the light source is behind the smoke (scattered light travels away from your eyes).