How to use Call Message link on UML Communication Diagram?

I suppose this is UML question. I am very new to it. I am drawing in Visual Paradigm.

I created Communication Diagram and drew two LifeLine rectangles. Now I want to draw that one rectangle calls a function inside another. But when I am selecting Call Message tool and hover mouse on one of the rectangles, then red prohibiting sign appears. Finally I can’t connect rectangles with desired link.

My question is how to use Call Message link in UML correctly? Should connect other objects with it or setup connecting objects first somehow?