We don't know why you are calling SetSegmentAttributes. Below is a modified version of the BigChartDemo.MultiLine example, that sets the line with to 7.
ChartAttribute attrib1 = new ChartAttribute (Color.Blue, 7,DashStyle.Solid);
ChartAttribute []attribArray = new ChartAttribute[numGroups];
for (i=0; i < numGroups; i++)
attribArray[i] = (ChartAttribute) attrib1.Clone();
MultiLinePlot thePlot1 = new MultiLinePlot(pTransform1, Dataset1, attribArray);
chartVu.AddChartObject(thePlot1);
If that doesn't work, either your QCChart2D CF software needs to updated to the current version, or your compiler, or both. The first versions of .Net CF (.Net CF 1.0) did not support setting the line width to anything other than 1. The first versions of QCChart2D CF followed suit. Starting with VS 2005 (and .Net CF 2.0), line widths greater than 1 were supported by the compiler. Starting in 2008 we restricted the QCChart2D CF software to working with VS 2005, .Net CF 2.0, and higher, and this permitted us to support line thickness other than one. You can upgrade your QCChart2D CF software to the current version using the download link you were sent in an e-mail at the time of your order.