If your Visio takes an annoyingly long time to start up every time, popping up with Windows "Please wait while Windows configures..." dialog, follow these simple steps:
Start -> Run (or Windows key + R): type regedit, click OK
Delete following registry key: HKEY_CURRENT_USER\Software\Classes\.vsd
Visio should start without delay post change. Thanks to user Michal0007 over at Technet.