Code

diagram.addDiagramListener(new DiagramAdapter()
{
	@Override
	public void linkCreated(LinkEvent e)
	{
		DiagramLink link = e.getLink();
		link.setCustomDraw(CustomDraw.Additional);
		link.setPen(new Pen(2, Color.red));
	}

	@Override
	public void drawLink(DrawLinkEvent e)
	{
		DiagramLink link = e.getLink();

		// draw using a thinner stroke in different color
		link.setCustomDraw(CustomDraw.None);
		link.setPen(new Pen(1, Color.white));

		link.draw(e.getGraphics(), diagram.getRenderOptions());

		// restore default stroke
		link.setCustomDraw(CustomDraw.Additional);
		link.setPen(new Pen(2, Color.red));
	}
}