Wikepedia says:
Anyway, legend has it that the saltire flag has its origins in a battle near Athelstaneford in East Lothian, circa 832AD when Angus mac Fergus, King of the Picts, and Eochaidh of Dalriada defeated the army of Athelstane, King of Northumbria comprising Angles and Saxons.
There is a saltire flying there near the church with an explanation regarding the origin of the flag. The night before the battle, the Scots saw a cross formation of clouds in the sky resembling a St Andrew's cross - the patron Saint. They took this sign as an omen and indeed they were successful in battle the next day. Thus the colours in the flag are supposed to be white to represent the clouds and azure, the colour of the sky towards the end of the day. Sky blue is not the right colour, it is too light. The Scottish Parliament has debated this matter and decided on Pantone 300 as the recommended colour
http://thescotsman.scotsman.com/index.cfm?id=210112003
If you want this colour on your PC, the RGB Value on the colour sliders for Pantone 300 should be 0, 132, 202. The web value for fill colours should be "#0084CA".
The saltire was later incorporated in the union flag and union jack although the colour of blue there is different. In those flags it is navy blue which is used. The union jack is the version of the union flag used on the jack staff at the front of a ship. This difference of colour between the saltire and the union flags has resulted in some confusion over the correct colour of the Scottish flag - so insist the you get one which is azure and white and not anything else!
Don't make me mad. I'm running out of places to hide the bodies.