Just add a line in the MouseDown event:
Code:
Private Sub Form_MouseDown(Button As Integer, Shift As Integer, X As Single, Y As Single)
    down = True
    x1 = X
    y1 = Y
    x2 = X
    y2 = Y
    DrawMode = 6
    DrawWidth = 20
    Line (x1, y1)-(x2, y2), , B 'add this line here
End Sub