C#

bool downok = false;
bool draw = false;
bool end = false;
Point startPoint = Point.Empty;
Point endPoint = Point.Empty;
Pen linePen = new Pen(Color.Red);

private void pictureBox1_MouseDown(object sender, System.Windows.Forms.MouseEventArgs e)
{
    draw= false;
    downok = true;
    end = false;
    startPoint = new Point(e.X,e.Y);
}

private void pictureBox1_MouseMove(object sender, System.Windows.Forms.MouseEventArgs e)
{
    if(!end)
    {
        if(downok)
        {
            draw = true;
            downok = false;
        }
        endPoint = new Point(e.X,e.Y);
        pictureBox1.Invalidate();
    }
}

private void pictureBox1_MouseUp(object sender, System.Windows.Forms.MouseEventArgs e)
{
    if(!end)
    {
        endPoint = new Point(e.X,e.Y);
        pictureBox1.Invalidate();
        end = true;
    }
}

private void pictureBox1_MouseLeave(object sender, System.EventArgs e)
{
    if(!end)
    {
        pictureBox1.Invalidate();
        end = true;
    }
}

private void pictureBox1_Paint(object sender, System.Windows.Forms.PaintEventArgs e)
{
    if(draw)
    {
        e.Graphics.DrawLine(linePen,startPoint, endPoint);
    }
}

protected override void Dispose( bool disposing )
{
    if( disposing )
    {
        if (components != null)
        {
            components.Dispose();
        }

        if(linePen!=null)
        {
            linePen.Dispose();
            linePen=null;
        }
    }
    base.Dispose( disposing );
}

YourDateTimePicker.Format = DateTimePickerFormat.Custom;
YourDateTimePicker.CustomFormat = "MMdd";

[DllImport("user32.dll", CharSet = CharSet.Unicode, EntryPoint = "LoadStringW", SetLastError = true]
public static extern int LoadString(IntPtr hInstance, uint uID, StringBuilder lpBuffer, int nBufferMax);