ArgoUML is the leading open source UML modeling tool and includes support for all standard UML 1.4 diagrams. It runs on any Java platform and is available in ten languages. I tried this and i am mverymuch impressed on the live application launch using Java Web Start. All you need is to have latest JVM installed in your system and you can launch the complete GUI Application by clicking this link
Visit http://argouml.tigris.org/ for more information.