My Computer Won't Turn On Correctly!

[Rock Cakes]

I just downloaded something on my laptop and it told me to restart it so the program would work correctly. I restart it and once its all done with the other stuff, it shows me a blue screen. And I click everything on my keyboard and my mouse and it still won't take me to my desktop. I already tried holding the power button and then turning my computer on again but it just keeps saying the SAME thing. I don't know what I can do. PLEASE HELP!