C# prefers PascalCasing for classes, properties, and methods.
As far as I can tell so far, there are these conventions:
public Type SomeMethod()
<-- yes
private Type SomeMethod()
<-- correct, no underscore
public static Type SomeMethod()
<-- correct
private static Type _SomeMethod()
<-- this seems odd to me too. underscore should not be there
public Type someProperty
<-- no, a public property should be PascalCased (SomeProperty)
public static Type SomeProperty
- and then going back to pascal casing for static..
If you are using Visual Studio, or XNA Game Studio (which I think is a fork of Visual Studio), I highly recommend springing for a ReSharper license (from jetbrains software). They will tell you, in your code editor, how to conform to common C# conventions.
Addition:
You should use camelCasing for private fields and method arguments. For private fields, I usually prepend them _withAnUnderscore.