This is the default behaviour of Windows XP and vista.
To override the setting do as follow.
Right click desktop - properties - Appearances - Effect
In the effect window uncheck "Hide underline....."
Thanks, A.m.a.L
Sorry, but I which "desktop" do you mean? I use Vista (home Edition) and when I right clicked on the desktop there is no properties in the options.
Thanks for ur kind assistance.
Only performance counts!