Gladys - Your post sure is full of issues you are experiencing. I can see that you are frustrated and I will try to help.
That underscore normally does not sew out, I don't know of any of the fonts that have an underscore, but they could have it. The underscore knows you don't want stitching and (mine) does just a 'holding' stitch between words. It is easily cut out. Try it on a test sew out. You should be happy with the results.
Threads "staying in place . . . " is really a strange statement. Assuming that you are threading correctly, and I would be hard pressed to incorrectly thread my PE700, lets try some other things. I am also assuming that you are using embroidery thread. If you purchased some of the cheaper threads, you may be a victim of that. Buy as best quality as you can afford, keeping in mind that a quality thread of 40# will be around $5 to $6 per spool. You can get 'sets' which are less expensive.
Thread breakage, besides cheap thread, has many possible reasons. One thing you might try is to get some silicon spray which is in the automotive part of your favorite store. A 12 oz can is about $5. Lightly spray your spool (in ventilated area) with the silicon and allow it to dry, about 2 minutes. When it is dry, put it through the machine. It does two things, it lubricates the thread and some of that will make the 'race' area of your machine smoother.
Some times machines just do not like a certain brand of thread, and that is that...
Read the Blogs and Forums here and you will get a good education. Have you read the forum on the PE-700II? It has lots of tips for anyone who is new.
Keep asking questions and the excellent and knowledgeable here at ATG will be your loving guides!
Pat, The Avid Embroiderer
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