Not just a blue light such as a GE blue party light, but a light that emits blue wavelength such as a metal halide. It is not necessary though, a lot of people use HPS from start to finish with more than excellent results. Blue wavelength is used more than the red wavelength during vegging, and will cause your plants to be more compact. Using the hps will just make then stretch more which isn't a huge issue. If you're concerned, dangle a few 6500k cfls around the plants within 2 inches of the foliage, possibly closer if it does not burn them. Also remember that the degree kalvin is not as important as the actual nanometers of the spectrum, but 6500k cfls tend to work well.
Good luck!