First off you must use a resistor in series with the LED.
Pin 13 dose not contain a built in resistor despite what some web pages say.
Second use one resistor / LED combination. Do not connect LEDs directly in parallel.
Read this:-
http://www.thebox.myzen.co.uk/Tutorial/LEDs.html
Each LED has a forward voltage drop and when you have a red LED in then there is not enough VOLTAGE (not current) to drive the blue LED.