You can also use the Pen tool to create a path, then stroke it with your dashed-line brush. That might make a somewhat cleaner line, and you can edit the line with the Direct Selection tool to get it exactly where you want it before you stroke it.

To make the stroke, activate the Direct Selection tool, and right-click. Choose "Stroke Path." You may also wish to save your path for later use if you decide you want to change the line later on. Go to the Paths palette and drag the "Work Path" down to the New Path icon. The path will still be editable, too.