Hi Jean-Michel,
If you dig down a few levels from the top-level Polar Plot VI, you will find vi.lib\picture\polarplt.llb\Plot Polar Data.vi. Inside this VI is a VI called "Draw Multiple Lines.vi", which has a "pen" input. This input is currently not wired, so it defaults to a line style of "Solid", and a width of "1". If you take this input and propogate it all the way up to the top-level Polar Plot VI, you can now specify the line width and style of your polar plot.
I have submitted this as a suggestion, so perhaps we will see it in a future version of LabVIEW.
-D