Here is the old VB6 Way

Private Sub DrawLine()  
  
Dim bit As Bitmap = New Bitmap(Me.Width, Me.Height)  
  
Dim g As Graphics = Graphics.FromImage(bit)  
  
Dim myPen As Pen = New Pen(Color.Blue, 3)  
  
Me.CreateGraphics.DrawLine(myPen, 0, 0, Me.Width, Me.Height)  
  
End Sub

    protected override void OnPaint(PaintEventArgs pe)
    {   

        Graphics g = pe.Graphics ;
        Pen pn = new Pen( Color.Blue );
        // Rectangle rect = new Rectangle(50, 50, 200, 100);
        Point pt1 = new Point( 30, 30);
        Point pt2 = new Point( 110, 100);
        g.DrawLine( pn, pt1, pt2 );

    } 

' True while we are drawing the new line.
Private m_Drawing As Boolean

' Buffer for erasing rubberband lines.
Private m_BufferBitmap As Bitmap
Private m_BufferGraphics As Graphics

' The mouse position.
Private m_X1 As Integer
Private m_Y1 As Integer
Private m_X2 As Integer
Private m_Y2 As Integer

' Start drawing a rubberband line.
Private Sub Form1_MouseDown(ByVal sender As Object, ByVal e _
    As System.Windows.Forms.MouseEventArgs) Handles _
    MyBase.MouseDown
    ' Do nothing if this isn'tthe left mouse button.
    If e.Button <> MouseButtons.Left Then Exit Sub
    m_Drawing = True

    ' Save a snapshot of the form.
    SaveSnapshot()

    ' Save the current mouse position.
    m_X1 = e.X
    m_X2 = e.X
    m_Y1 = e.Y
    m_Y2 = e.Y
End Sub