I don't have Visio, so I don't know, but my guess is that Visio lets you
export to other formats. Try File> Save As and click the Save as Type
drop-down arrow. If you can export to WMF format, you can import the image
into PowerPoint and ungroup it (you'll probably need to do it twice) if you
need to modify it in PowerPoint. If you just want a picture, you can export
to any image format.
Ellen