First off, you need to change the ways you are doing things.
You need to store the "current status" of the game, and an enum is a good start:
public enum PlayLineStatus
{
Unclicked,
PlayerOne,
PlayerTwo,
}
Then create an array (or other collection) of those to represent the current position of the game. Each time a player clicks on a line, you find with array element it is associated with, and check it's status: if it's "Unclicked" then he gets it and you update the array appropriately. If it isn't, he can't click there, so ignore it.
In your Paint handler, you loop through the array, drawing each line in it's appropriate colour according to the status:
Color toPaint;
switch (statusArrayElement)
{
default: thrown new ArgumentException("Unknown play status: " + statusArrayElement.ToString());
case PlayLineStatus.Unclicked:
toPaint = Color.Green;
break;
case PlayLineStatus.PlayerOne:
toPaint = Color.Red;
break;
case PlayLineStatus.PlayerTwo:
toPaint = Color.Black;
break;
}