Underlining text can be done either with <Underline>...</Underline> or with the TextDecorations attribute set to Underline. You can include the latter in a style definition:
<Style x:Key="Underlined">
<Setter Property="TextBlock.TextDecorations" Value="Underline" />
</Style>
<TextBlock Style="{StaticResource Underlined}">
Foo
</TextBlock>