On monobook.php, line 101
replace
<h1 class="firstHeading"><?php
$this->data['displaytitle']!=""?$this->html('title'):$this->text('title')
?></h1>
by
<h1 class="firstHeading"><?php str_replace(" ",
"_",
$this->data['displaytitle']!=""?$this->html('title'):$this->text('title'))
?></h1>