It'll be tough for you to get a blue background with 2.8 or 3.6, unless you have a really high shutter speed. With my Olympus 4000 I will program a custom setting above water, say 1/125 sec and f8, and if the background is too light I'll adjust underwater with a higher shutter speed and/or smaller aperture (higher f#). With these settings, if you're using an internal flash only, you won't be able to properly expose your foreground subject unless you're within a foot or two of it. If you have external strobes, don't bother taking a photo unless you're within 2-3 feet of the subject. The problem with many consumer digital cameras underwater is that they take an exposure reading of the background water and will be fooled into thinking that there's not enough light so the aperture goes really low/shutter goes slower than what you need if you want the background darker.
You can experiment above water with this in a dimly lit room or outside in the shade. You'll need to go fully manual. Try 1/125 or higher and f8 or higher, and take a photo of something within 1 foot using only internal flash. If the background is too light, use a higher shutter speed of f-stop. Happy snappy!