You have to use one of the heat generators that IC2 adds. Just search heat in NEI and there should be 5. Pick one, the solid heat generator's the cheapest, but can only generate 10 hU/t, which when the blast furnace can take 100, means it's not going to heat up as fast as it could.
Place down the heat generator so that the orange square faces the orange square in the blast furnace. Put the required fuel in the heat generator you pick, and as long as the blast furnace has at least 1 iron ingot in it, it will begin to heat up.
