Chris Roth [MVP] explained :
Do you mean the Shapes themselves or actually adding masters (icons) to the
green things (stencils)?
My Visio 2003 is a Chinese edition, so it is hard for me to know the
elements' names in English, I translated them from Chinese.
You might try selecting a shape and looking at Format > Protection. Also,
there's a ShapeSheet section called "Protection". Go to Window > Show
ShapeSheet to view this.
I have upselected all the protections of the shape. For example, I
would like to create a new UML static model sheet by selecting "New" in
File menu, -> "Software" -> "UML Static Model", then I drag a icon
"Class" from the left area in green and drop it to the sheet, I could
not add properties and/or operations(methods) to the Class, even if I
unprotect it, or, in anohter word, I could not add anything to it.
But if I drop an icon from Computer and Monitor, say PDA, to the sheet
just created, I could edit the icon and add words to it.