Nope, wouldn't be hard to do at all if you switched a live wire. Now that I think of it, it would be pretty simple even if you originally switched a ground wire.
The most difficult part would be getting the wire through the firewall which isn't really that bad. From there it would just be a matter of swapping out the wire that brings your switch power from the battery(or where ever you tapped it) with the parking light wire.
And for DRL, Daytime Running Light. The orange, non-turn signal light.
Edit: Don't know if you knew what I was talking about when I said fuse tap the parking light fuse, so here it is. They sell them at Advance Auto Parts and Autozones. It just plugs into a fuse slot, you put two fuses in it and there is like a 6inch leader wire on the end of it. The current accessory(parking lights in this case) gets fused while the other fuse gives the leader wire power(blue lights).
When the DRL's are off, power won't go to the port on in the fuse panel for parking lights so neither the parking lights nor blue lights will have power. When the DRL's are on, the port gets activated giving power to the parking lights and your blue lights.
There is a fuse for DTRL, but it is always powered so that is why I recommend tapping the parking light option as they only come on when the headlights/drls are activated.
TAP:
http://shop.advanceautoparts.com/webapp ... ku=5080114