Because
Rational Software led the development of
UML, and because it's quite good,
Rational Rose is the most commonly used UML
modeling tool. It integrates with most
development languages, so that you can create your UML model and produce skeleton
code automatically (eg
java classes).
One of the justifications for UML is that (since it's a standard) you can switch between different UML tools without having to relearn the
software or diagrams.
This has led to many other vendors providing UML tools, some for free (yay). iLogix put out one (for which the basic version is free) called Rhapsody. I've just tried it and it seems useable, but probably will be better in a couple of versions.
Rational Rose can be a bit expensive so it's nice to have a free option.
I'm sure lots of other vendors have tools too, eg
Sybase ObjectArchitect, etc, etc.