Oh, sorry, I misunderstood. I thought you just wanted to clear the row of the cell above and below the cell with yellow highlight.
As far as the select goes, you don't need to Select anything really. The Offset will handle that as we iterate through the range. Try this ...
Option Explicit
Sub Insert_Blank_Rows()
' Insert_Blank_Rows before and after total line in Elabor Budgets
' Macro recorded 1/19/2005 by Pitney Bowes Inc.
Dim r As Range, i As Long
Set r = Range("E11", Range("E65536").End(xlUp))
For i = r.Cells.Count To 1 Step -1
If r.Cells(i).Interior.ColorIndex = 36 Then
r.Cells(i).EntireRow.Insert
i = i + 1
r.Cells(i).Offset(1).EntireRow.Insert
r.Cells(i).Offset(1).EntireRow.Interior.ColorIndex = 0
End If
Next i
End Sub