Step 1: Your first couple lines
1) Open up Illustrator (I'm using CS3, in case yours is slightly different in the location of instructions)
2) Use the line segment tool (left side bar) and just create two or 3 lines. If you want a more interesting pattern, create maybe 2 lines longer and 1 line shorter.
3) Join them at the center so that the ends touch.
Step 2: Drawing your pattern
Step 3: Reflecting your pattern
Select your pattern for one of the lines, copy and paste, and then reflect the copy. Position it opposite your original pattern, so that it makes a full pattern for one of your lines.
2) Repeat step 1 for your other lines.