Sub RemplaceSpaceByUnderScore()
Dim ColRange As Variant
Dim Col As Integer
Dim L As Long
Col = ActiveCell.Column
ColRange = Range(Cells(1, Col), Cells(65536, Col).End(xlUp))
For L = 1 To UBound(ColRange, 1)
If Left(ColRange(L, 1), 1) = Chr(32) Then
ColRange(L, 1) = Chr(95) & Right(ColRange(L, 1), Len(ColRange(L, 1)) - 1)
End If
Next
Range(Cells(1, Col), Cells(65536, Col).End(xlUp)) = ColRange
End Sub