Right click on the button or line and select Properties-Dashed Border or Dashed Line from the options.
Changed the thickness of a dashed border or line using the standard Thickness Tool. Note: on Windows 95, 98, and ME systems, you cannot change the thickness of dashed borders or lines. Note: Because we formerly used dashed lines to indicate button borders that were invisible, we’ve changed the appearance of such borders. Invisible borders are now indicated by gray lines with a dash-dot-dash pattern.
You can also use Dashed Borders with Freeform Buttons.