I'm now working with Visio 2013, but I think to remember that the problem was also with Visio 2007.
When writing data in the custom data window, it often happens that Visio freezes for a fraction of a second, the field loses its focus, the field text gets selected and as it happens so fast, I overwrite the existing text.
This is very frustrating as it happens every 3-4 editings.
The drawing has several shapes with callthis functions, I suspect them to update and freeze Visio.
Has someone observed this behaviour too? Does someone know a solution?