for more clarity. maybe?
Simon, to answer simply, "shading" with virtually any program (with a mouse), is done by "click and drag." meaning you click the active mouse button (mostly everyone uses left mouse button), keep it clicked and drag the mouse in the direction you want to go.
A "hard edge" will very clearly show a wavy path. A "soft edge" will obscure such waviness depending on the brush, and "pressure" you choose. You have to choose these things before you start drawing a line, otherwise, whatever default values are preloaded, will go into any lines you draw.
Until I post my step by step tutorial, hopefully my words and Throbbs brief tutorial above will explain what you need to know to get started.
**The nomenclature may be different, but the tools in photoshop essentials should be about the same. You don't have to download Gimp to draw...