Currently all the files in our website are separated by "_" instead of "-".

So I have files like

www.fakesite.com/seo_articles/search_engine_optimization.php

A nice SEO guy on another forum told me I should switch the underscore to hyphens, because hyphens are treated as spaces while underscores actually connect the words.

Right now, all 220 pages of our website is indexed by Google. We don't have any spectacular SERPs in our competitive keywords. Should we go ahead and change all our file names from "file_name" to "file-name"?

Will the Google bot penalize us for suddenly changing all our file names? On one hand we want to optimize our site. On the other hand, we are getting daily indexed by Google and MSN and we are not sure we want to mess with a good thing.

Also, our file names are currently automatically generated. Whatever the article is, the file name will be. For example, if someone wrote an article for us called "The Greatest Way to Win A Free Trip to Asia", the file name becomes:

www.fakesite.com/seo_articles/the_greatest_way_to_win_a_free_trip_to_asia.php

Is having long names bad? Does that hurt us in the SEO game?

A nice SEO guy on another forum told me I should switch the underscore to hyphens, because hyphens are treated as spaces while underscores actually connect the words.

Very much true

Right now, all 220 pages of our website is indexed by Google. We don't have any spectacular SERPs in our competitive keywords. Should we go ahead and change all our file names from "file_name" to "file-name"?

My opinion is not the worth the effort

Will the Google bot penalize us for suddenly changing all our file names? On one hand we want to optimize our site. On the other hand, we are getting daily indexed by Google and MSN and we are not sure we want to mess with a good thing.

Not actually if you use a 301 from old urls to new ones

Also, our file names are currently automatically generated. Whatever the article is, the file name will be. For example, if someone wrote an article for us called "The Greatest Way to Win A Free Trip to Asia", the file name becomes:

www.fakesite.com/seo_articles/the_greatest_way_to_win_a_free_trip_to_asia.php

What I would suggest is start the new generation to be in - instead of _ and that would be best in my opinion

Is having long names bad? Does that hurt us in the SEOgame?

No and yes as you dont have the definite answer to it

No because you are sturating the keyword
Yes because you are including the keyword