The AutonumCharFormat is a character tag name. You'd have to define the character tag in your template, and make sure the Underline property is deselected in that tag definition.
Not sure if you're doing this, but it's really best to have as much of the formatting and properties defined in the template rather than the EDD. Instead of setting an "Underline" property in the EDD for your paragraph format, just apply a para tag that's defined in the template. You can set the properties for that tag to include Underline or whatever you want without needing to edit the EDD.
Cheers,
...scott