PolyTool Line: Help Appreciated

When I try to use polytool line, it does not work properly. Sometimes it comes out fine but right when I click a different tool, the line created by polytool disappear. For example, I drew a square with polytool line and when I click the brush tool, the square will disappear. Another thing is that when I try to draw with the polytool line, it will also disappear. Going with the other example, I wanted another square within the square so, using polytool line again, I drew another square inside the bigger square. However, by doing so, the larger square that I created earlier vanishes.

 

If you have any suggestion on how to fix this, please comment. I am in dire need of that square!