Welcome to our community, Jeff
Bookmarks should contain underscores in order to properly work. However, it's a mystery as to why adding them to the TOC will not replace the underscores with spaces.
Fortunately, there is a workaround. And the workaround is to manually edit the TOC entry to make it appear as you like.
Thanks! Never thought I had to "manually" do anything in R.H., but it is a workaround and it does work!
I manually edited the boookmarks to replace any _ with a space.
The bookmarks work fine and the auto-created TOC looks better.
You only need to do this once (per bookmark), instead of every time that you create the TOC.
It's unbelievable that this STILL isn't fixed in 2015 release: I'm spending ages editing EVERY SINGLE bookmark to stop the entire help system looking like crap