Visio 2003 uses UML 1.4, which means that some stereotypes from UML 2.0 simply don\'t exist, and they need to be modeled by freehand drawing (I may as well be using Photosho
In case it wasn't clear, Microsoft will never update Visio support of UML. For some time, they have not considered Visio to be a Software Engineering tool.
I don't blame them. It didn't even do a good job with the parts of UML it "supported".