Yeah, what Kuda said. You're gonna want to set your pen tool like this:
As shown in the top left corner. Then, whenever you want to make the line, right click and hit "Stroke Line..." as shown in the other red box. From there, you'll probably want to have it set to "brush." Be aware that this is going to make it use the brush setting that your brush is currently set to, so my recommendation is to have your brush set as a round brush 3px to 5px, and with default brush settings on it.