Okay, so no many things in the SEO world are so clear cut. The dashes (as in hyphens) or underscores in URLs question has been a long running one. But when it comes to clarity we turn to Matt Cutts of Google who says to use dashes.
Now what is the reasoning behind this? According to Google using dashes in a URL is a word separator and using an underscore is a word joiner.
So for instance you would want your URL to read like this: dashes-or-underscores-in-urls
You would not want your URL to read like this: dashes_or_underscores_in_urls
The reason is that to a search engine the dash separates the words correctly, but as in the example above the underscore would make the word read like this: dashesorunderscoresinurls
Now, it may not be worth it to go back and change all of your URLs from underscores to dashes. But, going forward this is good SEO hygiene to use dashes.