We perform transmission electron microscopy, electron diffraction, and Raman scattering experiments on an individual suspended double-walled carbon nanotube (DWCNT). The first two techniques allow the unambiguous determination of the DWCNT structure: (12,8)@(16,14). However, the low-frequency features in the Raman spectra cannot be connected to the derived layer diameters d by means of the 1/d power law, widely used for the diameter dependence of the radial-breathing mode of single-walled nanotubes. We discuss this disagreement in terms of mechanical coupling between the layers of the DWCNT, which results in collective vibrational modes. Theoretical predictions for the breathing-like modes of the DWCNT, originating from the radial-breathing modes of the layers, are in a very good agreement with the observed Raman spectra. Moreover, the mechanical coupling qualitatively explains the observation of Raman lines of breathing-like modes, whenever only one of the layers is in resonance with the laser energy.