Click the Message link button 
on the diagram toolbar.
On the Diagram, click the object source element.
Drag the link to the destination interaction occurrence element.
Drop when the second element is highlighted.
To represent a New Interaction Connector, use the message link button on the sequence diagram toolbar. You can draw a message link between an object and an interaction occurrence. The destination of a message link can only be routed to an object, and its source may only be rerouted to an interaction occurrence.
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 interaction occurrence element.
Drop when the second element is highlighted.
Once the link has been drawn on the diagram, the in-place editor activates, allowing you to enter a label for the link. Press Enter to update changes.
To edit the message link, double-click on the link label to activate the in-place editor. Alternatively, use the Properties view to update the link. For more information, see Message Link Properties.
Related Topics:
Creating Links
Moving Links
Editing Links