What's with underscores starting names?

This has long baffled me.
What is with variable names, file names, and method names (those in regards to programming) starting out with an underscore? Is it some scheme of which I'm unaware?
_print()
what's that all about??
why do files often start with underscores?! WHY?!!?

A convetion used by C programmer were to have something like overloading using _ infront of methods, even two underscores.
The _ underscore highlights the method as being different.
It does not conform to the Java Style code convesion but is allowed.

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