Depending on the version of excel, it may be a bug:

Here's a thread that suggests a workaround.

http://groups.google.com/groups?thre...606A%40msn.com

Paul wrote:

I have set up an icon to double underline a cell in Excel. However, when I
click on the icon, a sigle line appears. I tried deleting and restoring the
icon and it did not work. The only way I can get it to work is by using
format/border and then selecting the double underline. Is there a setting
that I am unaware of to prohibit me from using this the proper way?

Thank you
--
Paul

--

Dave Peterson