When the first document in Visio 2003 is opened / created using templates from Microsoft Office Online (which is default), the user gets a question about updating links from an online source.
If you wish to prevent this message you can set the following registry keys:
Windows Registry Editor Version 5.00
Was once an enthusiastic PepperByte employee but is now working at Citrix. His blogs are still valuable to us and we hope to you too.