Permalink don’t use the “-“

Hello,
As everyone knows wordpress can give you the permalink just like:
http://www.domain.com/customize-permalink-structure/,
and it is very useful for seo,
but if I want to change it to:
http://www.domain.com/customize_permalink_structure/ or http://www.domain.com/customize permalink structure/,
what I need to do?
I know the first one is the best one for seo,but I need to fix this problem.
Many thanks for your reply