Cheese is fermented milk solids. You know when you leave milk in the fridge too long and it separates all lumpy like, with solid shit floating on almost clear liquid. Well with cheese they scoop the lumpy bits out and pack them in cloth and let it ferment a little longer, depending on the cheese.
Blue vein cheese has penicillin mould introduced to it, and is what causes the blue "veins" in the cheese. This actually helps, since penicillin is an antibiotic and will help stop the cheese going mouldy, because it is already mouldy with penicillin!
I like cheese.