I was going to say the same thing. I know you said there was a fire in the past, in a school that was on your property? Does this "blue lady" go through the same motions every day, at the same time, or does she interact with her environment (you, your kids, objects in your house)? If it doesn't interact, it could just be an imprint that for some reason decided to appear. If it's interactive, maybe she's trying to tell you something. Like Remo said, I'd check for possible fire hazards.
Another thought I had, maybe you should (temporarily) move Becky out of her room, for her protection. Not that the blue lady is likely to do something to her, but if she's warning about a fire, it could be a fire that starts in her room, or something she wouldn't be able to escape from if she's in that room.
[ June 10, 2004, 11:11 AM: Message edited by: Kevin P ]