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You can't dye the yellow to light blue. It'll come out a weird swamp green most likely, if the dye takes at all.
It's risky dyeing any other color than white. If you absolutely have to do it, the best color would be a similar color to what it already is. If it's orange, the only color that you'de have a chance with would be red, orange or maaaybe black.
Search online for lacrosse stick dyeing. It's pretty much the same plastic so all the same techniques apply.
aggressivemall.com has a tutorial for dying boots but you could only dye to real dark colors becuase of your yellow boots
and buy some rit dye from your local dealer its not worth paying $5 with shipping from aggressive mall.com when its the same stuff