If you really want to fiddle about with the filenames only then you could create an action of the type "Replace with regular expression" for _filename.
Enter this as search string:
leave a space at the end after the last \d.
The "\d" means "any digit"
Leave the replace string empty.
The better way would be to fill the tags first and then create filename out of them.
As Chris Hirst said: use the function Convert>Filename - Tag.
I would suggest this pattern:
%artist% - %title%
This will put (unfortunately) "01 Better than Ezra" into artist as there is no unique separator between the number and the artist - but it may be easier to deal with such stuff if it is already in a tag field.
The other problem with the underscore:
Create an action of the type "Replace" for _FILENAME
Enter as search string: _
Enter as replace string:
(this time a space character - does not show up here )
If you are not sure how to create an action, see the FAQs /t/967/1