Maggz was correct. It was a Bulldog add on system. We are at least the 3rd owner of this Blazer. I did not know that this system was even on the Blazer. The person who we purchased this Blazer from did not have a remote (fob). I have removed this system and so far there has been no more problems. Thanks everyone for your posts.

 

Well I gave the all clear sign too early. I drove it back & forth to work for a week and no problems. It started acting up again. Today I would start the Blazer and it would run fine. As soon as I took it out of "Park" it would die, it did this about 10 times in a row, at times it would not evening crank. I tried moving the tilt steering column up & down, turning the wheel to get it to start. After reading more in this forum I believe that this is probably an ignition switch problem.