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1. Select your package.
2. Click Create Diagram.
3. Select the correct diagram according to your package.
4. Make sure you name this new diagram the same as the class you're working with.
5. Right click on the empty diagram and select AutoStyler > Enable auto diagram assignment.
6. Drag and drop your class into the empty diagram.

This will automatically set any class that you drop in this diagram to the new defining diagram for that class, meaning that every other instance of that same class in any other diagram will become hyperlinked to this new diagram that you made. It essentially works the same as Set Defining Diagram except the part where you have to left-click on the class and manually set it as the defining diagram, with Enable Auto Diagram Assignment it does this automatically. 

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