emphasis as underline?

[Michele Lynn Olsen]

Hi,
When I toggle the emphasis on a word it shows up on the screen as italic, but 
when I make a dvi or pdf, the word shows up underlined.  In one of the LyX 
tutorials, I've found a statement saying that emphasis usually shows up as 
italic on most systems (but this can be changed).  So, it seems that mine is 
not most systems, but if it can be changed from italic, it should be able to be 
changed to italic--but how?
Thanks,
Michele