Most of the Office applications let you insert shapes. One shapes is a line; however, laying a straight line can be tricky. Test it for yourself. In any application, display the Drawing toolbar by choosing Toolbars from the View menu and then selecting Drawing. Click the Line tool, click anywhere, drag a few inches and then release to insert a line object. In 2007, you'll find the Line object in the Shapes tool in the Illustrations group on the Insert ribbon.
No matter how steady you try to be, most likely the line will have at least one bend, and perhaps more.
You might not think a slight glitch in a line is a big deal. On screen, it seems rather subtle. On a printed copy they are more obvious.
You can try to straighten the line, but there's a simpler way and that's to make sure the line is straight when you insert it. To do so, click the Line tool and then hold down the Shift key while you click and drag to insert the line. Doing so forces Excel to draw a straight line between the two clicked points.