The 'underscore' is in fact underlining of the 'a' tag. It's a style applied by browsers to indicate a hyperlink. To get rid of the underline but keep the hyperlink, style the 'a' tag.
a{text-decoration:none;}
You'll probably have other links on the page too, so it's a good idea to give these links a class so they can be styled separately.
And then do something like this:
a.imageLink{
text-decoration:none;
}
Alternatively, you could use inline styles:
Apologies if you already know this and it seems obvious, I just wanted to give a clear answer. :)