Sure, you can just use a simple style sheet! Remember though that this will only work in 4 browsers.
This goes in the HEAD of your document:
<STYLE type="text/css">
a { text-decoration: none }
</STYLE>
If you want those natty underlines when you mouseover the link (MSIE ONLY!), do it like this:
<STYLE type="text/css">
a:link, a:active, a:visited { text-decoration: none }
a:hover { text-decoration: underline }
</STYLE>
Or, if you want to do it on a HREF by HREF basis:
<A HREF="whatever.htm" STYLE="text-decoration:none">
Hope this helps,
adam