It is very simple. Draw the shape that you want to use in CAD. Must be a simple shape Polylines or lines (Does not recognise hatches or anything to complex) when you have that done. Go to the toolbar Express>Tools>Create Shape. It will then ask you for a name and place to save. Give it a simple name and save it in your default support folder when your ACAD defaults are. This way AutoCAD will recognise them easily. When you have that done then you can Create your linetype.