It's just a graphic. You could create a Windows folder in Graphics and add a windowskin file named "Blue" and it would go away. Assumedly, if you got the script from the YEM demo, you could just copy the entire Windows folder from Graphics and add it into your project.
Alternatively, my guess is that the script has an array in it somewhere where you name the windowskins you want available. So do a CTRL+F in the script, searching for the word "Blue". It should bring you to a line where it is in an array with a bunch of other strings, something like this:
["Blue", "Red", "Pink", etc....
Delete all the strings that you don't have corresponding windowskins for.