Changing the default screenshot filename
You can change 'Screen shot' to 'screenshot' with the following commands  

defaults write com.apple.screencapture name screenshot
killall SystemUIServer  

If you want to go digging a bit deeper in Terminal, you can achieve what you want by doing the following:  

NOTE: Make a backup of any files you change in case you make a mistake.  


cd /System/Library/CoreServices/SystemUIServer.app/Contents/Resources/English.lproj
Make a copy of the existing file:
sudo cp ScreenCapture.strings ScreenCapture.strings.old
Enter Admin password if prompted
Convert to an editable format:
sudo plutil -convert xml1 ScreenCapture.strings
sudo vi ScreenCapture.strings  

Locate the following lines:  

&lt;key&gt;%@ %@ at %@&lt;/key&gt;  
&lt;string&gt;%@ %@ at %@&lt;/string&gt;  


and replace with the following lines:  

&lt;key&gt;%@ %@ at %@&lt;/key&gt;  
&lt;string&gt;%@_%@_%@&lt;/string&gt;  

Convert back to binary:
sudo plutil -convert binary1 ScreenCapture.strings
killall SystemUIServer


which combined with the first change should get you something like this:  

screenshot_2011-08-30_10.01.36.png which is very close to what you need I think