THeNiNJa: There's more than one way to make a circle. Click somewhere with the line tool, click again two spaces to the right and one space up, then click again one space below that. Click once more one square down and right. This line can be continued around the same way to make a perfect circle.
All you do is make a line that loops around and overlays itself perfectly (you can see a small dot, but that can be covered up). It's not that hard to do with the grid on.