I'm not familiar enough with the Markdown spec to assess whether this is a bug in the way that SE parses it, or a more general issue that you have with the spec's determination of hyperlinks.
But do note that there are some very simple workarounds, which seem to be sufficient here as you can tell immediately from the preview that the link is broken:
1. Escape the underscore
http://www.gamedev.net/page/resources/\_/technical/graphics-programming-and-theory/quadtrees-r1303
produces…
http://www.gamedev.net/page/resources/_/technical/graphics-programming-and-theory/quadtrees-r1303
2. Don't rely on automatic link interpretation; use the Markdown syntax for links
[Quad Trees](http://www.gamedev.net/page/resources/\_/technical/graphics-programming-and-theory/quadtrees-r1303)
produces…
Quadtrees on GameDev
Note that this also allows you to give your link a descriptive title, which tells people what they're about to click on. It also condenses a long hyperlink down to something more manageable and readable, which makes the post look less ugly. And, my favorite, it encourages you to include links inline with text, rather than on separate lines by themselves.