You said that today() was not a vba method. My bad. But it is an excel function. So just call that function into a variable and split it.
Today = application.worksheetfunction.today()
Or use this...
Today = Format(Date.Now(), "mm/dd/yyyy")
Then the rest of the code...
var = split(Today,"/")
Output = var(0) & "_" & var(1) & "_" & var(2)