If you have access to a PC or Virtual PC, you can try Microsoft's free Visio 2003 Viewer. Oddly enough, it opens Visio files inside Internet Explorer 6 (for Windows, of course), but seems to work ...

If you wish to use EMZ in Microsoft Office, you can use it in Visio, Word, PowerPoint, and others. You can use them by selecting Insert > Pictures. Another way to use EMZ files in Microsoft Office ...

I have a document that has a Visio file embedded within a tab in Excel. This works fine. MIcrosoft even makes it easy to edit the Visio document. I just double click and it opens right up. It's great.