Use the blue. It can be removed, if needed. You will probably have to get it at a auto parts store. They all should have it. Clean the threads with brake clean, or rubbing alcohol. Put a few drops on a folded paper towel, use a toothpick to smear a little on the threads, tighten it up, clean any that smears, let it dry for a few hours, and you are good to go.
The red goes on the same way, but the red is PERMANENT.