Visio Viewer 2002 allows you to distribute drawings and diagrams, without requiring that the recipient have Visio installed on their computers.
When you install Visio Viewer 2002 on Windows Server 2003, the viewer does not properly load in Internet Explorer.
The Internet Explorer Enhanced Security Configuration component is enabled by default, and prevents scripts, ActiveX controls, and downloads.
While you can place the site in the Trusted zone, you might want to disable the Internet Explorer Enhanced Security Configuration component.
You can download Visio Viewer 2002 from http://office.microsoft.com/downloads/2002/vViewer.aspx.