First of all, welcome to the forums! In the future, you may wan't to post in the newcomers board.
That is how DB loads objects/images. Once you load an object, the backdrop (the blue) is turned on. Here are a few solutions:
1) Command "BACKDROP OFF". This should at least stop the blue screen. Or you could use "COLOR BACKDROP" To change the backdrop color.
2) Load images as sprites. This will work better with "3D mode". In DBPro the blue backdrop will still be blue.
3) Paste the image every loop. This will make the image visible.
"All programmers are playwrites and all computers are lousy actors" -Anon