Try going to control panel > folder options > general tab. See if the "Single click to open an item" is selected. If so you can change when or if items are underlined.
Computer type Laptop System Manufacturer/Model Number Sony Vaio VPCEB47GM Laptop OS Win 7 Pro 64-bit CPU Intel i5 2.4 Ghz Memory 8GB DDR3 Graphics Card Intel HD 3000 Sound Card IDT High Definition Monitor(s) Displays 15.6 WGXA Anti-Glare LED Screen Resolution 1280x800
Hard Drives 640Gb 7200rpm Antivirus MSE Browser Opera (primary) with IE9 backup
Computer type PC/Desktop System Manufacturer/Model Number Compaq sr5410f case OS Windows 7 Pro 64 SP1 CPU AMD X2 4450E @ 2.3 ghz Motherboard Biostar MCP6P M2+ Memory 4.0 g Graphics Card Nvidia GeForce 9600 GT , 512mb Sound Card onboard Monitor(s) Displays auria eq2367 Screen Resolution 1920 x 1080
Keyboard logitech wave cordless Mouse logitech LX8 cordless laser mouse PSU 250 watts Case Compaq Cooling couple fans Hard Drives 1 tb Hitachi HDT721010SLA scsi, 500 gb external Internet Speed comcast hi speed 19 dn 8 up Antivirus Microsoft Security Essentials Browser IE10 Other Info Laptop specs: HP g7-1365dx /
CPU: AMD A6-3420M APU with Radeon(tm) HD Graphics /
RAM: Crucial 8Gb (2x4Gb) /
SSD: Crucial M4-CT128M4SSD2 ATA Device/ FW 000F /
GFX: AMD Radeon HD 6520G /
OS: Microsoft Windows 7 Professional 64-bit 7601 Multiprocessor Free Service Pack 1
The fix - dunno. But I believe the reason is that the html format in IE8, on several pages, does not see the underlines, but shows spaces instead. What you have downloaded is the correct format.