Curvy lines in PSP10

Searched the mems, couldn't find anything on this... I've been having a problem with PSP10.  I'm using the pen tool to do lines/curvy lines on an icon, but the end points keep on connecting when I try to do curvy lines.

Straight lines are okay, like this:

But when I start to make it curvy, it goes opaque:

Any ideas about what I'm doing wrong?

EDIT: Thanks for all your answers/help, got it now!