How to link an image but not underline it?

I’m trying to make an image with a caption underneath it both link to another site, but I don’t want the image underlined, only the text. Ideally, I’m looking for a rollover option to change the color of the text in the caption whether you rollover the image or the text, too. Here’s an example of the html, but it’s really one continuous line. Any suggestions?

Thanks-

<li><a href=”http://www.amazon.com/exec/obidos/tg/detail/-/0853459916/104-2095657-7820708?v=glance/”target=”_blank”><img src=”http://www.monthlyreview.org/veinscv2k1.jpg”><br /><img alt=”Eduardo Galeano – Open Veins of Latin America: Five Centuries of the Pillage of a Continent” /a><p><a href=”http://www.amazon.com/exec/obidos/tg/detail/-/0853459916/104-2095657-7820708?v=glance”></a></p></li>

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