On installation you may (or not) notice that you can not write into $_SERVER e.g. this little program does not allow changes in your $_SERVER
<?php
print_r($_SERVER);
echo '<br><br>';
$_SERVER['MYTEST']='FAIL OR SUCCEED';
print_r($_SERVER);
?>
The solution is to edit the httpd.conf in your c:\Program Files (x86)\NetMake\v8\components\apache\conf\ directory and uncomment the line to:
LoadModule headers_module modules/mod_headers.so
Underscoring seems to be an interesting issue too…