Well I don't know the context you are using it, but the easiest way to do this is to simply use a space instead of an underscore or to find a font that you can use for that specific character and then switch back to your normal font.
That is the easy way. And it makes the most sense if you are using this in a graphical setting, but in heavy content-based text setting with a lot of content and a lot of underscores you might have to go the more difficult route.
The complicated answer is to edit the font using a font editing program. There are some free ones that are worth checking out like Font Forge which works on all operating system, or something like Font Constructor which is Mac based (I've never used it, but have heard good things from Mac people). I personally use Font Forge because its free, but there are very powerful (and expensive) tools like FontLab and FontCreator. The downside to being free is that Font forge is pretty difficult to install and if you are afraid of the command line you might be uncomfortable with the process. Although, if you are tech savvy, you might be able to follow the instructions easily.
Once downloaded you would need to upload your font, map the underscore character to a blank character to represent your space, and then repackage the font so you could use it.
I would recommend finding an easy fix to avoid the laborious process of editing the font, but if unavoidable you might have take the steps to edit the font character manually.