You have to come up with some kind of logical criteria. Why is the last underscore unacceptable? Determine that and we might able to help you. By your question above, I could simply say that if you had

$txt = "This_is_a_song_.mp3";
[download]

and you want it to be "This_is_a_song.mp3". Do this:

$txt = "This_is_a_song.mp3";
[download]

but that's probably not very helpful.