Which version of IE you are on ? It could well be an IE issue. Worth checking some of the online materials available. Just do search with keywords like Bluescreen + IE and I am sure you will find multiple threads discussing this issue.
To start with here is something that you can check :
What exactly do you mean by blue screen? Is IE literally displaying Pega web pages in blue or are you saying users' computers are crashing when using your Pega application (IE, blue screen of death)? If computers are crashing internally to your business, that would be something best handled by your IT department. If your Pega application is displaying blue for some users... Providing a screen shot and Pega version would be a good start.