Press Ctrl+H to activate the Replace dialog.
Click 'More >>'
Click in the 'Find what' box. Leave it empty, but click the Format dropdown.
Select Font...
Select the font color and underline style that you want to search for, then click OK.
Click in the 'Replace with' box. Leave it empty, and select Format > Font...
Select Automatic as font color and (none) as underline style, then click OK.
Click 'Replace All'.