Here is an old SEO question... Which is better for improving a page's ranking in search engines--dashes or underscores? The difference between dashes and underscores for SEO for Google is fairly small--a second order effect--not a primary factor in ranking, but there is a difference which should be noted.
Dashes are used as a separator, which allows for distinction between terms. For example, a URL "website-designer" will be seen clearly as two separate words, whereas underscores have been built into Google's framework as a joining element--drawing a close correlation between the words--essentially creating a statement.
Matt Cutts, from Google, does a fantastic job explaining the difference. He ultimately recommends uses dashes over underscores, but comments that the difference between the two is not a big factor in ranking.