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You have first set the mail type to one that will allow things like underlining. If you're using plain text, then you won't get any special formatting, you have to use either RTF or HTML to be able to do underlining and other things.
However, if your e-mail recipient has set their email client to just plain text, all of the formatting will be removed..
So, in general, you want to skip any sort of special formatting in e-mail..if you do want to emphasize a word, you can try something like "_listen_" or something to that effect..