2 Answers

The underscore [ _ ] (also called understrike, underbar, low line, underdash, underline, lower part of z or low dash) is a character that originally appeared on the typewriter and was primarily used to underline words. To produce an underlined word, the word was typed, the typewriter carriage was moved back to the beginning of the word, and the word was overtyped with the underscore character.
This character is sometimes used to create visual spacing within a sequence of characters, where a whitespace character is not permitted, e.g., in computer filenames, e-mail addresses, and in World Wide Web URLs. Some computer applications will automatically underline text surrounded by underscores: _underlined_ will render underlined. It is often used in ASCII-only media (E-mail, IRC, Instant Messaging) for this purpose. When the underscore is used for emphasis in this fashion, it is usually interpreted as indicating that the enclosed text is underlined or italicized (as opposed to bold, which is indicated by *asterisks*).
The underscore is not the same character as the dash character, although one convention for text news wires is to use an underscore when an em-dash or en-dash is desired, or when other non-standard characters such as bullets would be appropriate. A series of underscores (like [ _________ ]) may be used to create a blank to be filled in on a form. It is also sometimes used to create a horizontal line, if no other method is available; hyphens and dashes are often used for a similar purpose.

http://en.wikipedia.org/wiki/Underscore

This is an underscore  _   

It looks like this _ when used in a sentence phrase or other. To use it, press and hold down on the shift on your keyboard and then press this key