Ronniethedodger is right. CSS is the only way of making the undelined hyperlinks behaviour gone and a recommended Web site building tool.
However, if you want to test the usability of your CSS, you might want to look at this
Web page analyzer. I took the liberty of testing Ronnie's Web site and it returned:
CSS_SIZE - Caution. The total size of your external CSS is 2261 bytes, which is above 1160 bytes and less than 8K. For external files, try to keep them less than 1160 bytes to fit within one higher-speed TCP-IP packet (or an approximate multiple thereof).
You might want to split your CSS :)