Click the Message link button 
on the diagram toolbar.
On the Diagram, click the object source element.
Drag the link to the destination object element.
Drop when the second element is highlighted.
A message link can be drawn between objects on the collaboration diagram.
To create a message link:
Click the Message link button
on the diagram toolbar.
On the Diagram, click the object source element.
Drag the link to the destination object element.
Drop when the second element is highlighted.
Notice that the message links are numbered automatically with a sequence number. If you delete a message link, the sequence numbers of all other message links automatically update.
Once the link has been drawn on the diagram, you can use the Properties view to update the link. Properties set for the link are shown on the diagram. For more information on available properties, see Message Link Properties.
Related Topics:
Creating Links
Moving Links
Editing Links