Why are some pop up boxes (or "select" boxes) colored blue but others aren't in Mac OS X?
The blue style is the default "Aqua" style for drop downs, which is what you'll see in most applications. However, sites can customize the appearance of dropdowns using CSS, in which case browsers like Safari and Chrome switch from the default style to the other one you see.

Here's a little example where you can see the style change when you put your mouse on the dropdown.