I'm creating something like MySQL cmd and to have complete design, I want to replace insertion point (that blinking line) with underline sing. Any tips?
Fortunately, others have already done this work and made it available to share, so I suggest your best starting point would be to take a look at some existing examples and see how they've done it.
Here's one I found with a quick bit of googling: http://terminal.jcubic.pl/. There are plenty of others you could try as well though.
Hope that helps.