UML 1 uses the name Collaboration Diagram. UML 2 uses the name Communication Diagram. In this link you can find the definition and one nice example. Here you can find a nice reference about how to create them.
Unfortunately, I didn't find this diagram in the software I have been using lately: DIA. I think it is not available in WhiteStarUML either. There is a tutorial in the help, but I wasn't able to make it work. As WhiteStarUML is a fork of StartUML, maybe it is just not done yet.
WhiteStarUML Screenshot: there is a folder for Collaboration Diagram but not a file inside to double click it to create it (like the Class Diagrams or UseCase Diagrams)
What your favourite free tool to create those diagrams?