Sequence diagrams using Components

[Paul Done]

The book by Cade & Roberts provides an example case study including sequence diagrams which show the interactions between Components from the Component diagram rather than between Classes from the Class diagram. Is this an advisable thing to do? What have others done?
I guess that because classes and components are both first class structural elements in UML, this is a legal UML thing to do? Anyone know?
Cheers
Paul