If you have a Visio doc with lots of pages, and need to get them in PPT, what I do is to Save As Webpage. Then click the Publish button and you can increase the resolution of the pictures (I choose .png and the highest resolution), and save it. Then I just pick out all the images from the folder Visio generates, and paste those into PPT.
The reason I have to go through these steps is that if you do Save As .gif or .png or something, Visio only saves the current page, not all pages. So it’s faster to use the Save As Webpage trick.
Peter Van Dijck 
Hi Peter,
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