I can imagine you would. Only other way I can think of and it sure isn't a simple thing. Is to create a sprite dot effect and paste it instead of using line. Actually making a line from this rather than just basic freehand would be difficult, at least for me. But I am sure there are peeps out there who could think of an easy way.
Maths is my weakest link with DB got better grades for English than Maths(obvious really, I speak English every day, but avoid counting whenever possible)

Theres probably a quite simple way to do it from working out your old x,y with your new x,y and drawing the sprites in the appropriate line to fake a thick line. You could also introduce different shape cursors then also.
http://s6.bitefight.org/c.php?uid=103081