I encountered the same problem on a site I run where I provide custom subdomains. The RFCs technically prohibit underscores but they appeared to work fine in th

I encountered the same problem on a site I run where I provide custom subdomains. The RFCs technically prohibit underscores but they appeared to work fine in the major browsers, with the exception of cookies in older versions of IE (ie: http://stackoverflow.com/questions/794243/internet-explorer-ignores-cookies-on-some-domains-cannot-read-or-set-cookies http://stackoverflow.com/questions/794243/internet-explorer-...). I ended up munging underscores to dashes to make everyone happy.