You generally use moleskin to cover areas on the feet that are rubbing and create blisters. Moleskin is available in the foot care aisle of any drug/grocery/xmart store and feels like felt with an adhesive backing. Backpackers swear by it. Use it before the blister forms and you'll be much happier. It works very well.

However, it's best to determine the cause of the blisters rather than just treat them. Blisters are usually caused by a combination of rubbing and moisture. A good shoe fit will usually cure rubbing. Moisture is often caused by using the wrong socks. For active sports, you should avoid cotton socks as they hold the perspiration from your feet against your skin. Use a synthetic liner sock with a wool, or wool/synthetic blend outer sock. This will go a long way toward keeping your feet dry and isolating them from rubbing against the shoe.