There is usually a way to block most of the attacks in Mario Kart Wii, but the Blue shell is very hard to defend against. Here are the few options you have:
1. Use the mushroom to speed up right as the blue shell hovers over you and starts downward. The shell will come down and miss you.
2. Be lucky enough to be at one of these points in the game.
- GCN: DK Mountain: Go through the DK Cannon.
- Rainbow Road: Go through the tunnel with the big stars.
- DK Summit: Go through the DK Cannon.
- N64: DK’s Jungle Parkway: Go over the jumps over the yellow river.