I've built many systems lately and have run into the same problem. Depending on when the blue screen comes up determines the prob (Also the device that caused the prob) I'm thinking 1 of 2 things.
1. If you see the desktop for a seconds then it crashes, it's definately the video driver. Try getting the one that a someone posted.
2. If you have a network adapter in there, and the blue screen comes up in the middle-end of the Win95 screen, it's an error by the driver on the network card
Another thing, Hit F8 when you first see the Starting Windows 95... and select boot with boot.loig running. This will tell you wether it's a driver or Windows problem but you have have to re-install 95. Hope this helps!