Well I make them either by using a flat-shaped wall or a special road-texture which includes the line. If you use a wall, make sure you uncheck "Collidable" and "Driveable"!
Also, make sure the vertices in the cross section are set just above the ground plane, and that the 'wall' has enough segments in it. Check vertices to sit on the ground, and make sure cast shadows is turned off, but can receive shadows.