wp-content/themes/twentytwelve/style.css
Was
.widget-area .widget a {
color: #757575;
}
.widget-area .widget a:hover {
color: #21759b;
}
Now
.widget-area .widget a {
color: #21759b;
text-decoration: none;
}
.widget-area .widget a:hover {
color: #21759b;
text-decoration: underline;
}