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Just add a another point, don't let go of the mouse button and drag, that's how you add a second curve. If you don't like that curve, then just take one of the handles and move them around, stretch them or make them shorter until you have the proper curve. If that doesn't work, then you'll probably need an extra anchor point for that specific curve.

I still don't understand that. What's that "complexity" that you talk about? Are you sure that you have the "paths" icon selected in the option bar and not the "shapes layer" icon (top left of option bar, when you have the pen tool selected).

Otherwise show me a screenshot and upload it to tinypic.com