Hi,
I think that if you write
note left of participant1: on how to start the message
participant1->participant2: do something
note right of participant2: on how to handle the message
you get something more in line with what you expect - the note about sending is located before the sending, and the note about reception immediately after the reception.
I sometimes miss thepossobility to stack several notes, though, and to place them all to the right of this diagram but using thin anchor lines to point at the entity the note relates to. But that's probably another feaure.
Br, also a Peter