Other than that, I don't know of any convention that says that your private fields (or any other member fields) need to start with an _. We just do because we like the convention. I've looked through the .NET framework using Reflector a few times, and in most of their stuff, they either start their private fields with an _ and camel case them or just camel case them (_myField or myField). It's entirely up to you.
I can't find the MSDN page that lists the .NET naming conventions, but this guy has most of them listed. Look down at the one that says "Class-Level Private and Protected Variables"
http://www.irritatedvowel.com/Programming/Standards.aspx