I found an interesting bug if bug it be. When making a line into a cartographic line or hashed line, you have the option to edit the hash style. This brings up the same dialog you were just in again. In theory you can nest cartographic lines within cartographic lines ad infinitium or until ArcMap crashes out. I dont know when this functionality would come in handy as a line would have to be very thick and your printer very good to be able to print a cartographic line within a cartographic lines hashes in a meaningful way. But, if you need to, you can do it.
This is in 9.3.1 by the way so Im sure its in 10 as well.