In the Font inspector, while the drop-down list is selected, you'll see 'Currently Editing Caption and Value'. To the right of that, there's a small button (circle with a right-pointing arrow inside). Click that and select 'Edit Value' from the list. Now select the underline Style button (U) button below that. This will cause all drop-down list values to appear underlined once they are selected.
Thanks,
Mike
Adobe Systems
