Dotted or dashed line in OpenGL is called stippled.
glPushAttrib(GL_ENABLE_BIT);
# glPushAttrib is done to return everything to normal after drawing
glLineStipple(1, 0xAAAA); # [1]
glEnable(GL_LINE_STIPPLE);
glBegin(GL_LINES);
glVertex3f(-.5,.5,-.5);
glVertex3f(.5,.5,-.5);
glEnd();
glPopAttrib();
[1] 0xAAAA is the parameter you want to experiment with.