On *nix:
    perl -pi -e 's{\b((?:[a-zA-Z0-9]+_)+[a-zA-Z0-9])+\(\)\b}{<a href="$1.html">$1()</a>}g' *


   On Windows (I think):
    perl -pi -e "s{\b((?:[a-zA-Z0-9]+_)+[a-zA-Z0-9]+\(\)\b}{<a href=\"$1.html\">$1()</a>}g" *


##</code><code>##

    s{                              # match and replace on $_
      \b                            # start with a word boundary
        (                           # capture the matches and store in $1
          (?:[a-zA-Z0-9]+_)+        # letters and numbers followed by _ at least once
          [a-zA-Z0-9]+              # must end with letters/numbers
        )
        \(\)                        # then ()
      \b                            # followed by word boundary
     }
     {                          
       <a href="$1.html">$1()</a>   # replace the matched text with this string
     }                              # substituting the value of $1 (the first capture)
     g                              # perform this replace on all matches in $_

##</code><code>##

    abc
    abc()
    abc_
    abc_()
    abc_def
    abc_def()
    abc_def_
    abc_def_()
    abc_def_ghi
    abc_def_ghi()

BECOMES:

    abc
    abc()
    abc_
    abc_()
    <a href="abc_def.html">abc_def()</a>
    <a href="abc_def.html">abc_def()</a>()
    abc_def_
    abc_def_()
    <a href="abc_def_ghi.html">abc_def_ghi()</a>
    <a href="abc_def_ghi.html">abc_def_ghi()</a>()