Click on the Self-Message link button 
on the diagram toolbar.
On the Diagram, click the object's lifeline at the point where the message should appear.
A self-message link can be drawn from an object lifeline back to itself.
To create a self-message link:
Click on the Self-Message link button
on the diagram toolbar.
On the Diagram, click the object's lifeline at the point where the message should appear.
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 your 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