If I understand what you're looking for - I might have it backwards, so I'll leave you to think this through - you should start by taking a look at Composite Elements.
[Bernd, I know some of this is old hat to you, but bear with me. I want to cover the basics in case someone else reads this.]
[Note that the following can be used with a variety of element types, not just use cases. Depending on the element you start with, you'll get different options, or possibly none.]
Right-click a Use Case on one of your diagrams. From the context menu choose Advanced | Composite Element. You'll end up with a new Use Case diagram, owned by the Use Case you right-clicked. This new diagram could be used to elaborate (or whatever you prefer) on your original use case.
Next, you can do this with Activity diagrams etc. Once again, right-click a Use Case. Choose Add, then look at the diagram types offered at the bottom of the next context menu level. Choose one of these and something like what you saw above will occur. One major difference is that you don't have the same automatic navigation by double clicking the composite element in future, but you can get around this with a hyperlink or something.
Now, the sweet spot. Create the composite element as above. But, before you enter anything in the 'inner' use case, click (not right-click) the diagram. From the main menu choose Diagram | Change Diagram Type. From the resulting dialog, change the 'inner' use case diagram to an activity diagram.
Now you've got the composite element, with automatic navigation to an 'inner' activity diagram.
David
PS: This could be done in reverse. You could also use trace relations on a higher level diagram to associate use cases and activities. There are lots of variations.
