I've not used the pen tool a great deal, but I'd like to use it to create a line that I can give a glow. I'm sure this is elementary to a lot of ps users.
I'm using CS3, and what I'm trying to achieve is something like this:

But instead, it's filling in partially with white, or whatever color I select, or absence of color from an option from the toolbar above the canvas, on the right end.
Is there something I'm overlooking to use the pen tool just to create a curved line?