We mentioned above that using underlining as a form of text emphasis presents special problems. Actually, TeX has no problem underlining text, because it is a convention of mathematical typesetting. However, there is a LaTeX macro package, ready-made, that makes underlining the default mode of text emphasis. It's called ulem.sty , and is one of the many contributed LaTeX packages that are freely available via the Internet. Defines a font for initial dropped capitals.
Some packages have more than one file, so only the path to the package's directory is given.
When you have the URL in hand, you can retrieve the package from one of the CTAN archive sites listed in section Appendix A .