Today I found a very usefull open source tool that monitors user actions and generates sequence diagrams. It is named jTracert and it support java applications.
It has two parts, a javaagent that should start with the application and sends messages about the steps and a GUI that receives those messages and produces sequence diagrams.
So instead of running your application by calling something like
java -cp myApp.jar com.Main
you call
java -javaagent:jTracert.jar=7007 -cp myApp.jar com.Main
and then you also start up the GUI so that you can see the diagrams!
For more information go to the application's site.