Drawing: DrawLine pen size

Using the following definitions:

    public static Pen BluePen2 = new Pen(Color.Blue, 2);
    public static Pen BluePen3 = new Pen(Color.Blue, 3);

a blue line at 2 pixels wide and 3 pixels wide. However, the line drawn with 2 pixels is the same width as with 3 pixels. I’m doing some graphing and a 2 pixel wide line would work best.