Health precautions before going into Battle of Trafalgar and other battles
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While I can't comment on the changing of ones underwear being regulation/recorded in manuals etc. If you visit the Imperial War Museum or the Portsmouth Historic Dockyard much of this kind of thing is covered.
On any wooden warship the internal bulkheads were designed to be taken down and stowed in the bilge or the hold (including the captains cabin and state room and the wardroom) as one of the main threats came not from the cannon balls but the splinters generated by the impact. Sand would be spread on the gundecks in order to provide better grip for the gunners but mainly to protect against fire being caused by a dropped match or flaming wadding. Nelson also ordered all ships captains to prevent the marines from climbing the rigging and masts to prevent their muskets from setting fire to the ships sails. To help prevent fire the sails would also be soaked.
Regarding the underwear: In many common historical fiction series (Such as Sharpe or the Master and Commander) it is mentioned that officers often wore clean cotton silk undergarments into battle - shirts as well and underwear - as if hit by a musket ball the shirt would not fragment and a neat circle of cloth could be easily retrieved rather than risking infection from any remnants of clothing being left behind.
I have a book somewhere that detailed this better, if I can find it I'll edit this to improve my sources from Portsmouth Historic Dockyard and the Imperial War Museum.
Edit
In addition to changing Cotton to be silk - the reason silk was used was cotton had a tendency to fragment in the wound, causing infection, where as silk didn't. The closest I can find to a quote for this is from Sharpe's Battle by Bernard Cornwell (Page 381 in my copy)
The surgeon also held a small pair of tweezers that he constantly darted in and out of the open wound to give jabs of pure agony. "The goddamn bullet drove in scraps of your uniform," he said. "Why the hell don't you wear silk? That doesn't fall to pieces."
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