Make sure Visio is closed, go into Control Panel/Accessibility
Options/Display tab. Check to see if 'Use High Contrast' is checked, if it
is checked then uncheck, Apply, and OK. Even if it isn't checked we've seen
where toggling that setting by checking 'Use High Contrast'/Apply, then
unchcking it again/Apply seems to do the trick.
If that doesn't resolve it we do have a knowledge base article with a few
troubleshooting methods on the color issue -
http://support.microsoft.com/default.aspx?scid=kb;EN-US;897766.
Best Regards,
Aaron Rykhus, MCP, MCDST
Online Support Engineer
Microsoft Corporation