Can I link with a file that has an underscore in the name?

[ewmailing]

Hello, I would like to to make a link to a file that has an underscore in the name:

[Link](foo_bar.html)

But the underscore seems to confuse the library. Instead of the expected result of:
Link

I get something where the file name is not used as the link, but instead written as text on the page:
Link(foo_bar.html)
where the HTML is
<a href="">Link</a> (foo_bar.html)