Word 2000 and Newer

If you attempt to apply underline formatting to a space character (or characters) at the end of a line of text, the underline is not displayed or printed as expected.

There must be at least one character other than a space at the end of a
line for underline formatting to appear. Similarly, underline character
formatting does not appear on spaces following the last character on a
line.

Use one of the following procedures to extend an underline past the
end of text on a line:

Type at least one non-breaking space at the end of the line where
you want the underline to stop. To type a non-breaking space, press
CTRL+SHIFT+SPACEBAR.

-or-

Set a right-aligned tab stop at the position where you want the
underline to stop. Apply underline formatting to the tab.

-or-

Set a right-aligned tab stop with a solid underscore leader. To do
this, click the 4 option under Leader in the Tabs dialog box on the Format menu.

If you apply hidden and underline character formatting to text, the
underline formatting appears on the screen, but it is not displayed in
Print Preview, nor is it printed.

SOURCE: http://support.microsoft.com/default.aspx?...kb;en-us;214208