As written by Barbara Ash on another related question:
With the Pencil tool you can hold down Alt or Option and drag to create a straight line at any angle, but not with the Brush tool. You can use the Pencil tool or the Pen tool or drag with the Line tool to create a straight line. Then apply any brush to the path.
To the other viewers with a similar question:
I've been trying to figure this out for two hours. That is until I started looking at the related questions.
That's when I found Barbara' correct answer. She deserves a flower:
And guess what? My Turtle just hid back into his shell. No cacadas for him tonight.
Finally two hours later, I can get back to my work.