*All the more reason to read the German Blue Ram thread that touches on this*
Actually, the male's front dorsal fin rays are much longer than the female's, which forms a spike. Though like Meredith mentions, the female may have a long ray as well. Another sign is the dorsal fin of the male also has a pointed shape near the caudal fin, where the female's is more rounded. Females are smaller and have a reddish tinge on their pelvic regions, especially when getting ready to spawn. Also, the black spot on the side of the female blue ram may have irridescent blue spangles throughout, and the male's tends to be solid black.
This can usually be noticed immediately. Even more so after a couple of months.