Confused about when to underline/italicize/quote? 10 PTS? URGENT?

So I'm doing this report on three of the Edgar Allen Poe short stories, and numerous times in the report I mention the stories (The Tell-Tale Heart, The Black Cat, and The Cask of Amontillado)--I'm not sure whether I should underline, italicize, or quote these titles, since they're basically chapters of a book (the book is called something like A Collection of Short Stories from Edgar Allen Poe). Could you please explain which punctuation method I should use (underline, italicize, or quote) for this, and also if possible distinguish the differences between the uses of the three? Thanks in advance!