Hi Rick,
I worked out the problem was that digitizing work is not creating network at all. I created geometric network after I digitised, then I successfully created diagram. The diagram automatically used the symbol from the geometric network symbol as default, which is great. Hope that we'll have something like that in the future for Network Dataset Builder.
By the way, I've watched all of your schematic video tutorial. Very useful and thanks for your tips regarding to the map units.
Cheers.