"Can you tell me what I'm doing wrong?"
Not sure, Gib, but it looks as though you have the Line tool active. You've gotta be in the Select mode. Pressing the Spacebar on your keyboard should put you in Select mode. If that doesn't do it, open the Edit menu and click on "Select."
Once in that mode, click on the border of the Viewport, right-click and choose "Properties," and enable the desired render mode.