Pay attention to the underscores at the beginning and end of the filename. If you see this, you have just been bitten by the dreaded underscore bug. Luckily, this bug only causes minor irritation (and the underscores in the filename body are gone in version 1.7 or later).
OK, how do I fix it?
You have two options if it you find renaming to be too much of an annoyance:
1) Associate your application with the .mp3_ extension in Windows Explorer.
2) Associate Winamp with the .mp3_ extension.
How do I associate Winamp with the extension .mp3_ in Windows Explorer?
Follow these instructions carefully. Open up Windows Explorer. Can't see the extensions? Go the Window Explorer main menu and click on View | Options (or folder options). Check the appropriate boxes to stop Windows from hiding file extensions. Find a file with the .mp3_ extension. Double-click the .mp3_ file. Is it already associated with something else? If so, close that application and right-click the .mp3_ file while holding down the shift key and select Open With from the drop-down menu. Either way you got here, you should end up with a dialogue box on your screen. Scroll down the list of applications, find Winamp (or your other favorite player), and highlight it. Make sure the box is checked to "Always use this program to open these files" and click OK.
How do I associate Winamp with the extension .mp3_ in Agent?
Follow the instructions here. In the first box under "Settings for application/octet stream" that is labeled "extensions", you should see the extension mp3 is already there. Just add mp3_ with a space between and no period (.) and you have it. If you have not associated Winamp in Agent, do so now, and add both extensions.
What causes this problem?
The person posting the MP3 is using Xnews or News Xpress. These newsreaders unnecessarily surround the posted filename with double quotes (" "). Double quotes are not valid in a filename, so the way Agent handles this problem is by replacing them with a valid character, the underscore character.