Mozila Problem

Clarifications

Blue doesn't always mean it tastes like Blue Raspberry.

Is it possible that the particular web page shows the same colour for download links after clicking them? It's easily set to do that when building a site.

Mozilla also says this: (it seems they have a lot of questions about the same thing, though not discerning between download links and visited links)

Make sure that you do not use Remove recent browsing, search and download history to clear the Browsing History.
Make sure that the History is set to at least 1 day: Tools > Options > Privacy > History: "Remember visited pages for at least"
Make sure that you do not start Firefox in Private Browsing mode (Tools > Stop Private Browsing is grayed, see Private Browsing - Browse the web without saving information about the sites you visit)
To see History and Cookie settings in Tools > Options > Privacy, choose the setting "Firefox will: Use custom settings for history"
You can look at these prefs on the about:config page. http://kb.mozillazine.org/browser.history_expire_days (180) (also affects saved form data) http://kb.mozillazine.org/browser.history_expire_days_min (90)

To open the about:config page, type about:config in the location (address) bar and press the Enter key, just like you type the url of a website to open a website. If you see a warning then you can confirm that you want to access that page.