I tihnk you'll find you need to use the draw line tool. . . draw using that first, then press F10 to switch point editing on. (F11 to switch off).
Also, to get anything to look like rendering you need to put a surface on them. Try the 'planar surface from edge curves' command. I think.
I've not Rhino on this computer, since its at school.
Hope thats some herlp, e-mail me if you need more.
markis.brachel@ntlworld.com