Changing the line width in the Legends

Question

I have changed the width of the plots in my code but whenever I save it as a pdf file, it appears that the legend specifying each plot has a thin width as compared to the lines in the plot. Following is my code:(I have seen similar questions but they didn't work for me. I am using Mathematica 9.0.)

go = ((0.25*g*
    M^3)*((Cos[3*\[Phi]/M]*Exp[-(9/4)/(sig^2*M^2)]) - (3*
      Sin[\[Phi]/M]*Exp[-0.25/(sig^2*M^2)]))) + 
M^2*m^2*0.25*(1 - Cos[2*\[Phi]/M]*Exp[-1/(M^2*sig^2)]) /. {M -> 
 0.5, m -> 0.5, sig -> 20, g -> 0};

g2 = ((0.25*g*
        M^3)*((Cos[3*\[Phi]/M]*Exp[-(9/4)/(sig^2*M^2)]) - (3*
          Sin[\[Phi]/M]*Exp[-0.25/(sig^2*M^2)]))) + 
    M^2*m^2*0.25*(1 - Cos[2*\[Phi]/M]*Exp[-1/(M^2*sig^2)]) /. {M -> 
     0.5, m -> 0.5, sig -> 20, g -> 0.1};
g3 = ((0.25*g*
        M^3)*((Cos[3*\[Phi]/M]*Exp[-(9/4)/(sig^2*M^2)]) - (3*
          Sin[\[Phi]/M]*Exp[-0.25/(sig^2*M^2)]))) + 
    M^2*m^2*0.25*(1 - Cos[2*\[Phi]/M]*Exp[-1/(M^2*sig^2)]) /. {M -> 
     0.5, m -> 0.5, sig -> 20, g -> 1};
g4 = ((0.25*g*
        M^3)*((Cos[3*\[Phi]/M]*Exp[-(9/4)/(sig^2*M^2)]) - (3*
          Sin[\[Phi]/M]*Exp[-0.25/(sig^2*M^2)]))) + 
    M^2*m^2*0.25*(1 - Cos[2*\[Phi]/M]*Exp[-1/(M^2*sig^2)]) /. {M -> 
     0.5, m -> 0.5, sig -> 20, g -> 5};
Im2 = Plot[{go, g2, g3, g4}, {\[Phi], -7, 7}, 
  FrameTicks -> {Range[-6*Pi, 6*Pi, Pi], Automatic}, 
  PlotRange -> {All, All}, 
  PlotStyle -> {{Yellow, Thickness[0.005]}, {Purple, 
     Thickness[0.005]}, {Red, Thickness[0.005]}, {Blue, 
     Thickness[0.005]}}, Frame -> True, 
  AxesStyle -> {Blue, Thickness[0.006]}, 
  FrameStyle -> Directive[Black], 
  FrameLabel -> {{"<V(\!\(\*OverscriptBox[\(\[Phi]\), \(~\)]\))>", 
     None}, {"\!\(\*OverscriptBox[\(\[Phi]\), \(~\)]\)", 
     "Comparison of Polymer Potentials with Different Values of g"}}, 
  LabelStyle -> {Bold, FontSize -> 11}, 
  PlotLegends -> {Style["g=0", 11, Bold], Style["g=0.1", 11, Bold], 
    Style["g=1", 11, Bold], Style["g=5", 11, Bold]}]

Answer 1

go = ((0.25*g*
        M^3)*((Cos[3*\[Phi]/M]*Exp[-(9/4)/(sig^2*M^2)]) - (3*
          Sin[\[Phi]/M]*Exp[-0.25/(sig^2*M^2)]))) + 
    M^2*m^2*0.25*(1 - Cos[2*\[Phi]/M]*Exp[-1/(M^2*sig^2)]) /. {M -> 
     0.5, m -> 0.5, sig -> 20, g -> 0};

g2 = ((0.25*g*
        M^3)*((Cos[3*\[Phi]/M]*Exp[-(9/4)/(sig^2*M^2)]) - (3*
          Sin[\[Phi]/M]*Exp[-0.25/(sig^2*M^2)]))) + 
    M^2*m^2*0.25*(1 - Cos[2*\[Phi]/M]*Exp[-1/(M^2*sig^2)]) /. {M -> 
     0.5, m -> 0.5, sig -> 20, g -> 0.1};
g3 = ((0.25*g*
        M^3)*((Cos[3*\[Phi]/M]*Exp[-(9/4)/(sig^2*M^2)]) - (3*
          Sin[\[Phi]/M]*Exp[-0.25/(sig^2*M^2)]))) + 
    M^2*m^2*0.25*(1 - Cos[2*\[Phi]/M]*Exp[-1/(M^2*sig^2)]) /. {M -> 
     0.5, m -> 0.5, sig -> 20, g -> 1};
g4 = ((0.25*g*
        M^3)*((Cos[3*\[Phi]/M]*Exp[-(9/4)/(sig^2*M^2)]) - (3*
          Sin[\[Phi]/M]*Exp[-0.25/(sig^2*M^2)]))) + 
    M^2*m^2*0.25*(1 - Cos[2*\[Phi]/M]*Exp[-1/(M^2*sig^2)]) /. {M -> 
     0.5, m -> 0.5, sig -> 20, g -> 5};
Im2 = Plot[{go, g2, g3, g4}, {\[Phi], -7, 7}, 
  FrameTicks -> {Range[-6*Pi, 6*Pi, Pi], Automatic}, 
  PlotRange -> {All, All}, 
  PlotStyle -> {{Orange, Thickness[0.005]}, {Purple, 
     Thickness[0.005]}, {Red, Thickness[0.005]}, {Blue, 
     Thickness[0.005]}}, Frame -> True, 
  AxesStyle -> {Blue, Thickness[0.006]}, 
  FrameStyle -> Directive[Black], 
  FrameLabel -> {{"<V(\!\(\*OverscriptBox[\(\[Phi]\), \(~\)]\))>", 
     None}, {"\!\(\*OverscriptBox[\(\[Phi]\), \(~\)]\)", 
     "Comparison of Polymer Potentials with Different Values of g"}}, 
  LabelStyle -> {Bold, FontSize -> 11}
  ,
  PlotLegends -> LineLegend[
    {
     Directive[Thickness[0.005], Orange]
     , Directive[Thickness[0.04], Purple]
     , Directive[Thickness[0.05], Red]
     , Directive[Thickness[0.02], Blue]
     }
    ,
    {
     Style["g=0", 11, Bold, Orange]
     , Style["g=0.1", 11, Bold, Purple]
     , Style["g=1", 11, Bold, Red]
     , Style["g=5", 11, Bold, Blue]
     }
    , LegendMarkerSize -> {{20, 25}}
    ]
  ]

I took a few liberties with the Style and LegendMarkerSize that you can modify as required.