I'm blue, I'm in need of a guy

The story:

I thought this was a gay song (male singer saying he was blue and therefore in need of a guy) and specifically asked it for this reason at a call in at the local radio station. Live on the air they corrected me and the DJ almost couldn't carry on because he was laughing so hard. Even weeks after that, friends and even people I hadn't seen for a long time (but who listened to the same radio station) kept calling and e-mailing me to make fun of it (and my way of a public coming-out ...)