As near as I can figure, there are several possible explanations.
First, there's a chance of a mix-up in the lab. If a re-drawn blood test is also negative, then that is not as likely.
Next, I would try a different brand for the urine test. There are incredibly rare cases, from what I've been reading, of women whose pregnancy tests don't turn up positive for a few months. This is very, very rare. I would put this option in the category of "least likely."
Third, testing with too sensitive a urine test may pick up an early miscarriage and give you false hopes, as I've been having.
Blood tests that are quantitative (ones that give an actual #) as opposed to qualitative (yes or no) are more sensitive than anything that gets sold in stores.
With my positive urine testes and negative blood test, it turns out mine was another early miscarriage. I have seen the explanation that HCG shows up first in the blood and then in the urine. It leaves the blood first and then leaves the urine, in cases of miscarriage and also after delivery of a baby. This is a possible explanation for my results. For your sake, I hope this isn't happening to you, too. However, it may be the most likely explanation.
There are some questions to ask which may help clarify this.
If you don't mind me asking, how late are you? Do you know when you ovulated? At how many days post ovulation have you tested urine and blood. Which type of blood test have you had done(# vs. Y/N)? Are your First Response tests faintly positive or strongly positive?
If another brand besides First Response also shows positive, I suggest you bring them to a doctor. Do a little show and tell with your urine and some brand new tests there in the office, if they will let you, and see what a doctor says about WHY you have positive urine and negative blood.
The reason I ask about whether or not you know when ovulation happened is that sometimes it can happen later in the cycle than you expect, and therefore your period will be correspondingly "late." It also is important to know how late you are.
For instance: last month I had an early miscarriage, as indicated by positive urine and negative blood. My period started at 29 days, even with the positive urine tests.
This month I ovulated an entire WEEK later than normal. My cycle went from 29 days last month to 35 days this month, with my period starting on day 35. I had more positive EPT tests (25mIU sensitivity) this month around day 29 and 31, but had I not been checking my LH levels and known I ovulated late, I would have assumed my period was late. Knowing when I ovulated, I was able to figure out when my period was due (approx 14 days after the LH surge). Seeing the positive EPT go away around day 32, before my period was "due" (according to when I ovulated, instead of according to the number of days) lets me know that it looks like another early miscarriage this month.
The point of this long-winded explanation is that if you ovulated late, your period might not be "due" when you expect it to be due.
If you respond, I'll try and help you figure this out.
For my stuff, I'm at the point now where I've decided after this past month to just STOP checking for both ovulation and pregnancy until I'm an entire month "late," at the very least. I've lost count of the number of my early miscarriages, and for my sanity's sake I need to let this go and just let myself be surprised.