I actually have had a similar problem, and unfortunately you CANNOT specify your own attribute type. I'm unsure what David was talking about, That's just a tutorial on creating a diagram. Unfortunately Microsoft didn't leave data-type as a modifiable parameter, and thus, you have to insert a basic parameter and document that it is a custom type.
I am very surprised at the lack of support from Microsoft on it's UML schema in the Visio platform. It could be much better, but I don't think they are working on it actively.
I would recommend specifying an out-of-language type (if you are using C#, choose something else), that way there is a visual queue in the documentation that shows the type difference. If you are only in need of a few types, you can also (in documentation) just use a specific type from another language and specify in documentation the actual type definitions for these.