Here's a quote culled fromhttp://en.wikipedia.org/wiki/Jazz_(word). I will point out that, not withstanding Joseph's claim, it seems to indicate that Blues had been around for a long time before 1910-

Jazz began to be applied to music in Chicago, around 1915. The earliest known attestation, found by Yale Book of Quotations editor Fred R. Shapiro, is from the Chicago Daily Tribune on July 11, 1915:

Blues Is Jazz and Jazz Is Blues . . . The Worm had turned – turned to fox trotting. And the "blues" had done it. The "jazz" had put pep into the legs that had scrambled too long for the 5:15. . . . At the next place a young woman was keeping "Der Wacht Am Rhein" and "Tipperary Mary" apart when the interrogator entered. "What are the blues?" he asked gently. "Jazz!" The young woman's voice rose high to drown the piano. . . . The blues are never written into music, but are interpolated by the piano player or other players. They aren't new. They are just reborn into popularity. They started in the south half a century ago and are the interpolations of darkies originally. The trade name for them is "jazz." . . . Thereupon "Jazz" Marion sat down and showed the bluest streak of blues ever heard beneath the blue. Or, if you like this better: "Blue" Marion sat down and jazzed the jazziest streak of jazz ever. Saxophone players since the advent of the "jazz blues" have taken to wearing "jazz collars," neat decollate things that give the throat and windpipe full play, so that the notes that issue from the tubes may not suffer for want of blues – those wonderful blues.