Here is a simple custom command for adding underline to href package. Also there are another ways to do this but it's a good example to show how we can create a custom command!
\newcommand{\myhref}[2]{%
\href{#1}{\underline{#2}}%
}
Then you can call the custom command in your tex file:
\myhref{http://en.wikipedia.org/wiki/}{Wiki}