Try this:
Public Shared Function Underline(ByVal value As String) As String
If Not String.IsNullOrEmpty(value) Then
Return "<u>" & value & "</u>"
End If
Return value
End Function
Please mark it as answer if it resolves the issue.
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Latest ajax control toolkit (Release: May 13, 2009): http://ajaxcontroltoolkit.codeplex.com/Release/ProjectReleases.aspx?ReleaseId=27326