Hi Laura,

I'm pretty new to LW, but I believe it goes in stages, usually turning green up to and including 'Excellent' connection, and then once it goes beyond that into 'Turbo-Charged' connection (which is better again) the bars turn blue :-)
Not sure if it is different for each version - I use LW Pro V4.10.3, and that is what happens for me.
If you look to the right of the connection bars (right next to them), I think it should say what type of connection you have at any given time; i.e. Poor, Good, Excellent, Turbo-Charged etc.

Cheers :-)