Burning sulphur in air produces sulphur dioxide gas (SO$_2$): \[ S + O_2 \rightarrow SO_2 \]. When SO$_2$ dissolves in water, it creates sulphurous acid (H$_2$SO_3), which is acidic: \[ SO_2 + H_2O \rightarrow H_2SO_3 \]. Acidic solutions change blue litmus paper red but do not affect red litmus paper. Thus, blue litmus will turn red, while red litmus will stay red.