How to represent a call being made in a loop in a sequence diagram?

You can use a box enclosing the message send arrow (and whatever else is inside the same repetitive construct).

See this tutorial for an example.

sequence diagram with looplink to larger image (archived)


Just adding a clearer picture because this one at @joel.tony's answer is damn blur.

enter image description here

As you can see the loop happens inside the frame called loop n. There is a guard, array_size, which controls the loop's iterations.

In conclusion the sequence of the messages inside the loop n frame (those between DataControl and DataSource objects) will happen array_size times.