I would assume the simple answer is to enable antialiasing on the line/shape tool. I'm assuming here since I don't use PS, but PSP is like a sister program to it, and if I get jagged lines on curves, it's usually cause antialiasing is off. (change color depth to 16million or more otherwise the option may not be available)
Actually upon Kelli's response, I tried using the vector pen tool to draw the shape and had a MUCH better result than the lasso-then-stroke method. Thanks Kelli.
Also thanks for the reply aaron, yes, sometimes the antialiasing is the culprit but I always make sure mine is checked when doing this type of task, so in this case that wasn't the problem. Definitely a good habit to check this option though.