You haven't specified all of the requirements for your regex to match, but this one-liner will work:

   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" *
[download]

It will match any word (containing letters or numbers) with at least one underscore, and replace it with your link

Explanation

• The perl -pi -e CODE * will run CODE on all the lines of all the files in the current directory, editing them in-place (see perlrun)
• The regex works as follows (see perlre):

      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 th
  +is string
       }                              # substituting the value of $1 (th
  +e first capture)
       g                              # perform this replace on all matc
  +hes in $_
  [download]

  Result

      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>()
  [download]

  Clint

  Update: missed the requirement that the original string should end with ()

  ---

  In reply to Re: Edit html files in directory by clinton
  in thread Edit html files in directory by Anonymous Monk

  Title:
  Use:  <p> text here (a paragraph) </p>
  and:  <code> code here </code>
  to format your post, it's "PerlMonks-approved HTML":
  
  
  
  

  ---

• Posts are HTML formatted. Put <p> </p> tags around your paragraphs. Put <code> </code> tags around your code and data!
• Titles consisting of a single word are discouraged, and in most cases are disallowed outright.
• Read Where should I post X? if you're not absolutely sure you're posting in the right place.
• Please read these before you post! —
  • How do I compose an effective node title?
  • How do I post a question effectively?
  • Markup in the Monastery
• Posts may use any of the Perl Monks Approved HTML tags:

  a, abbr, b, big, blockquote, br, caption, center, col, colgroup, dd, del, details, div, dl, dt, em, font, h1, h2, h3, h4, h5, h6, hr, i, ins, li, ol, p, pre, readmore, small, span, spoiler, strike, strong, sub, summary, sup, table, tbody, td, tfoot, th, thead, tr, tt, u, ul, wbr

• You may need to use entities for some characters, as follows. (Exception: Within code tags, you can put the characters literally.)

  	For:		Use:
  	&		&
  	<		&lt;
  	>		&gt;
  	[		&#91;
  	]		&#93;

• Link using PerlMonks shortcuts! What shortcuts can I use for linking?
• See Writeup Formatting Tips and other pages linked from there for more info.