These blue wasp are called blue mud wasp, or mud dauber. They stay alone as opposed to social groups like honeybees. It says only the females gather the dirt. (So the one above that I have been calling 'he' is really a 'she').
You can find out more about this bee here: http://www.whatsthatbug.com/2006/08/05/blue-mud-wasp-2/
Thanks for coming by today, Check back.
.....this is brendasue signing off from Rainbow Creek