Your camera might have a white balance setting. If it has you might experiment with that. Even many simple cameras have three settings, "auto," "indoor" (usually indicated by a light bulb symbol), and "outdoor" (usually indicated by a sunshine symbol).
Normally, photos taken inside will tend toward red rather than blue. What kind of lamps are you using? If they're "full spectrum" or "photo floods" they might tend toward blue; also, fluorescent bulbs can give a blue or green cast to photos.
Another possibility: in addition to your lamps, did you have daylight from outside falling on your scene? The mix of natural and artificial light could have confused the white balance circuitry of your camera.
Finally: if your camera is a bit more sophisticated, it may have a white balance lock setting. In this mode, you point your camera at a plain white surface; then usually, depending on the camera, you push the shutter button (or another button -- see your instruction manual) to "lock in" the pure white color. The camera will "remember" what white is, and your photos should look normal. You really shouldn't have to go to this much trouble, however; usually one of the "standard" settings (indoor-auto-outdoor) will work adequately.
I hope this isn't too much information. Check your camera instructions to see if you can adjust the white balance settings, and then try some shots with each setting. And try not to mix light sources (indoor and outdoor lighting).
Good luck!
Cute shot, by the way, even with the blue tint!
