Write a user-defined function in Python named Puzzle(W, N) which takes the argument W as an English word and N as an integer and returns the string where every Nth alphabet of the word W is replaced with an underscore ("_").
Example: If W contains the word "TELEVISION" and N is 3, then the function should return the string "TE_EV_SI_N". Likewise, for the word "TELEVISION" if N is 4, the function should return "TEL_VIS_ON".