Converting from ACAD to Visio

[vtcs212]

I am trying to convert some diagrams from ACAD to Visio.
The problem is that the ACAD drawings call some customized
shx files. In ACAD the directory with the *.shx files are
included in Options|Support File Path.

I don't get any error messages when I load the ACAD
drawings into Visio. They are just incomplete.

Any ideas anyone?

Thanks