Why not include this little macro, and you can define how your pages will be named.

Sub saveAllPagesAsImage()

Dim p As Page
Dim pnr As Integer
Dim destDir as String

destDir=”C:\” ‘enter the desitination directory here (add trailing “\”!)
pnr = 1
For Each p In ActiveDocument.Pages
If Not p.Background Then
‘ numbered pages
p.Export destdir + “page” + Format(pnr, “00″) + “.gif”

‘ or use the actual page names (make sure no illegal characters are in the Visio page names!)
p.Export destdir + p.Name + “.gif”

pnr = pnr + 1
End If
Next

End Sub

Cheers,

Jacco