There have been no reported issues of an underscore being part of a servername in the FMS installer.
This is expected if the hostname cannot be resolved with nslookup.
You can test this via the cmd line on the box where the FMS was being installed.
nsloookup (hostname)
Once the hostname resolution is resolved after the installed software, How do I change the IP to the DNS name?
You can edit the $FGLHOME/config/server.config file.
BEFORE:
server.database.host = "127.0.0.1";
AFTER:
server.database.host = "actual_DB_hostname";
