i think that would be a straight line that has been squashed and twisted (sorry cant think of the proper word for it), any decent graphics program should have it on it.
It can be either photoshop or illustrator. both programs are capable to produce this kind of graphics. The difference is that in Photoshop, you need anti-aliasing box checked to avoid the nasty jaggies on the curve, and that usually means you need to work with a bigger image then shrink it later to achieve a smoothier look. That also means there is certain size restriction to the image you produce. Therefore, I would highly recommend you to do it in Illustrator. If you know how Bazier Curve works, then you can achieve the result with the Pen Tool in less than 5 minutes. Do more research on the Pen Tool and how it works, and please get back to us if you are ever stuck.
i will im going to shop around for illustrator heheh...damn i wish i was still in school, i had access to the best tools and never used them