It's not illegal, as his K is neither in check nor does it cross an attacked square. The R crosses b1, but that's not illegal.
An ilegal 0-0-0 move on a 10-0 blitz game?

Hey, I'll try to help/explain. Your King didn't move through a check. The rook can be under check and move through check and you can still castle.
Requirements for Castling: http://en.wikipedia.org/wiki/Castling#Requirements
- The king does not pass through a square that is attacked by an enemy piece.
- The king does not end up in check. (True of any legal move.)

It is legal because the castling rules specify (among other things) that the king about to castle cannot: 1) be in check, 2) pass through check, nor 3) land in check. It does not matter if any of the other squares (including the rook) are under attack.
In other words, when White castles long, O-O-O, it does not matter if the a1 or b1 squares are under attack (likewise for a8 or b8 if Black castles).
In the case of castling short, O-O, it is okay if the rook is under attack.
During a 10-0 blitz match my opponent got a 0-0-0 while my queen was menacing it's B.1 square. The match is in here: http://www.chess.com/livechess/game?id=820726257 and I was playing white. I've won on time, but.... Can anybody explain how could that occur? Thanks for reading.