You need to explore your styles. First ensure the Style Sheet has been correctly configured and consistently used. Once you are certain of that if you see the link color isn't following the style, check for the presence of an Embedded or In-Line style as these will override whatever the CSS specifies.
Helpful and Handy Links
Also note that there are different hyperlink styles for links to HTML pages that you have already visited or that you have not visited yet. I do not know the exact english terms but you find the different link styles in the CSS editor (actually there are 4 different link styles). Try to set all of them to blue (except the 'hoovered' style which is not necessary), maybe this helps.
The order in which the links appear in the CSS is important too. See Snippets on my site.
You cannot change the order within RH. Open the CSS in Notepad.
See www.grainge.org for RoboHelp and Authoring tips