How do I draw lines using XNA?

I've read a bunch of tutorials involving XNA (and it's various versions) and I still am a little confused on drawing primitives. Everything seems to be really convoluted.

Can someone show me, using code, the simplest XNA implementation of drawing one or two lines on to the screen? Perhaps with a brief explanation (including the boilerplate)?

I'm not a games programmer and I have little XNA experience. My ultimate goal is to draw some lines onto the screen which I will eventually transform with rotations, etc (by hand). However, for this first step.. I need to simply draw the lines! I remember back in my ancient OpenGL days it was fairly straightforward when drawing a line with a few method calls. Should I simply revert to using unmanaged directx calls?

When working with XNA, everything (even 2d primitives) have to be expressed in a way that a 3d card can understand, which means that a line is just a set of vertices.

MSDN has a pretty good walkthrough here:

http://msdn.microsoft.com/en-us/library/bb196414.aspx#ID2EEF

You'll find that it takes more code to render a primitive line than it would take to just setup a textured quad and rotate that, since in essence, your doing the same thing when rendering a line.

Following NoHayProblema's answer (I cannot comment yet).

That answer, although the correct one for this old question, is incomplete. Texture2D constructor returns an uninitialized texture, which is never painted on screen. In order to use that approach, you need to set the texture's data like this:

Texture2D SimpleTexture = new Texture2D(GraphicsDevice, 1, 1, false,
    SurfaceFormat.Color);

Int32[] pixel = {0xFFFFFF}; // White. 0xFF is Red, 0xFF0000 is Blue
SimpleTexture.SetData<Int32> (pixel, 0, SimpleTexture.Width * SimpleTexture.Height);

// Paint a 100x1 line starting at 20, 50
this.spriteBatch.Draw(SimpleTexture, new Rectangle(20, 50, 100, 1), Color.Blue);

Take into account that the way you write the data into pixel must be consistent with the texture's SurfaceFormat. The example works because the texture is being formatted as RGB. Rotations can be applied in spriteBatch.Draw like this:

this.spriteBatch.Draw (SimpleTexture, new Rectangle(0, 0, 100, 1), null,
    Color.Blue, -(float)Math.PI/4, new Vector2 (0f, 0f), SpriteEffects.None, 1f);