It's a console command. Open up your console and type in ins_player_smokecolor. You'll see a list of three commands ending in r, b, and g, each for one of the primary colors; r for red, b for blue, and g for green. enter in a number between 0 and 1 to mix and match colors. If you want pure blue, set the one for "b" to 1 and the others to 0. If you want purple, set "b" to 1 and "r" to 1 and "g" to 0. You can also use some colors to lesser degrees like setting blue to 0.6 and red to 1 for a different color.