Viewer cannot load?

[ray]

I'm trying to view a Visio document using a downloaded and
installed Visio Viewer 2003 but I get this message:
"The Microsoft Visio Viewer cannot load the specified URL
or file."
I've tried to open it three different ways:
1)By double-clicking the Visio drawing
2)From Internet Explorer clicking Open...
3)Dragging the Visio drawing to an open Internet Explorer
window.
Each time I get the same message.
Any suggestions/comments appreciated.
ray