Oops, my bad. I'm getting so used to working with photoshop, that when i mean to help sometimes i might get confusing

What ascension said is correct. I basically did what Midgardsormr lined out - drew a dot and a dash and selected that, then turned it into a brush. Then I set that off to the side and grabbed the Pen tool (not easy to work with the first few times till you understand what it's doing, how it's doing it, and why, suddenly it's your best friend). Using the pen tool, I created the path for the brush stroke to follow. (hopefully that terminology makes more sense).
The rest of the process is exactly how Ascension laid it out.

If it helps to go into more detail, once you've drawn out your line, create a new layer (always best to put stuff like this to it's own layer when messing around) and go to your Paths tab. at the bottom of that window you'll see the Stroke for the path. Make sure you have your brush with the tip selected, adjust any settings you need (my screenshot should give you a good starting point, exact numbers will depend on your own brush) and then hit the stroke button. Note there are two next to each other - stroke and fill. If you hit the wrong one, just undo
Another thing to keep in mind, though not critical in this case, is that the brush will start it's stroke at the same point you started the path from. So if you are using a brush shape that IS direction sensitive (like using a duckling shape to create a line of ducklings following each other, or arrows, etc) this will become very important.

If you need more help, screenshots, or whatnot, let me know and i'd be happy to help out.