This depends on which routine you're using to draw the line. Using just AutoCAD commands, you're doing it the right way. Civil 3D makes it easier.
After you start the line command, pick the start point and then at the Next Point prompt, type 'bd <enter> -- include the apostrophe. Civil 3D will prompt for quadrant (1-4), then Bearing and then distance. Bearing can be input as 45.4545 to mean 45 deg 45 min 45 sec.
Delta Engineering Systems
Autodesk Authorized Value-Added Reseller
As an alternate method, go to the Ribbon, select the Home tab and find the Line button on the "Draw" palette. From the menu, select "Create Line by Bearing". You will be prompted for your quadrant, bearing and distance (as willpyle7693 instructed above). One further note, if your bearing has decimal seconds (i.e., 39D 45' 28.72") you may enter the decimal portion like so: 39.452872.