coarse lines - Winforms, WPF, c#

I'm writing a very simple draw on screen tool. When I have my thickness to a low value, it looks pretty smooth, but when I go to a larger size, the lines become super jagged (see below)

            Line line = new Line();
            Brush brush = new SolidColorBrush(Colors.Red); 
            line.Stroke = brush;
            line.X1 = currentPoint.X;
            line.Y1 = currentPoint.Y;
            line.X2 = e.GetPosition(this).X;
            line.Y2 = e.GetPosition(this).Y;
            line.StrokeThickness = 40;
            currentPoint = e.GetPosition(this);
            paintSurface.Children.Add(line);

see image at: http://ift.tt/1I684Dq (can't post yet, I'm new)

My original app is a WinForms app. I tried to redo it in WPF, hoping that it would be better, but the above is from the WPF app - exactly the same problem. Is there any way that I get a better looking line?

Code in WinForm:

 penDraw = new Pen(Color.Black, 20);
 using (Graphics g = this.CreateGraphics())
 {
      g.DrawLine(penDraw, pt, ptLast);
 }