Not to be flippant, but that's exactly what you do - cut and paste. In
Visio, CNTL-A (Select All), CNTL-C (Copy). ALT-TAB to switch to PowerPoint
and CNTL-V (Paste).
Unfortunately, you have to do these one page at a time. This is OK for one
or two slides, but if you have 50, it's a real pain. In that case, do the
Save As Web thing in Visio, selecting your preferred graphics format.
Wherever you save the web page, Visio will create a subdirectory of the same
name with pictures of all of the slides. On the down side, the images will
have generic names like jpg_1.jpg., so you get to sort them out in
PowerPoint.
I haven't seen David's utility yet, but assume that this would handle
multiple pages and hopefully be even easier than what I just described.
A more generic approach that works for any Windows application is SnagIt, a
screen capture utility. You can set it up to capture a region, window, or
scrolling window and export it directly to the currently open PowerPoint
presentation. Press PrtScn -> Select the area -> Click Done. The image is in
PowerPoint, and SnagIt closes itself. This also has the advantage of
working with any version of the application being captured.
HTH
Steve