Format date and time in a Windows batch script

In a Windows (Windows XP) batch script I need to format the current date and time for later use in files names, etc.

It is similar to Stack Overflow question How to append a date in batch files, but with time in as well.

I have this so far:

echo %DATE%
echo %TIME%
set datetimef=%date:~-4%_%date:~3,2%_%date:~0,2%__%time:~0,2%_%time:~3,2%_%time:~6,2%
echo %datetimef%

which gives:

28/07/2009
 8:35:31.01
2009_07_28__ 8_36_01

Is there a way I can allow for a single digit hour in %TIME%, so I can get the following?

2009_07_28__08_36_01

Format date and time in a Windows batch script