Fan comes with 2 hot wires black for fan and blue for lights.
House is wired with a double switch hot wires are red and black.
We've tried several combinations but the switch always throws- do you have any suggestions on how we should connect these wires.
We do have the common white wire and the green ground.

Black-black
Blue-red
White-white
Green-ground.

http://www.ceiling-fans-n-more.com/ceiling-fan-wiring.php