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Thank you. I did have to keep the commas so added that to the command.

Awesome! That seemed to work. Thank you so much!

I used it this way:
cat all_major_codes.txt | awk -F, '{gsub(/[[:space:]]/,"_",$1)} 1' > new_file

I have a comma delimited file of major codes and descriptions. I want to replace all occurrences of spaces with underscores up to the first comma (only in the first field), but not replace spaces...