I have noticed that some people have been confused by this on other boards and websites.
I believe there is simple explanation to this. As the movie begins Anakin will have a green saber because it is Qui Gon's old saber, probably given to him by Obi-Wan like Anakin's old saber was given to Luke. Then somewhere during Episode II Anakin will build his own blue saber and complete his training, like Luke did between ESB and ROTJ. As for Obi's blue saber, he either built a new one or he retreived his old one from the bottom of the shaft after Episode I.