If you go to Tools > Options > General in Visio 2007, you'll find the Enable AutoConnect check box.
The new AutoConnect feature is great when you're creating flowcharts and other connected diagrams, but is a major hindrance for other types of drawings like space plans, time lines, and UI-layout/wireframes.
Making the setting at the document (or even page) scope would make a lot more sense and annoy fewer users.
To turn off AutoConnect per document, set user.msvNoAutoConnect = 1 in the document shapesheet. Toggle the autoconnect button once to have Visio set this cell for you, then look at it via > View > Drawing Explorer > select root node > right click > Show ShapeSheet.
Thanks Barry, cool tip! Might have to turn it into a www.visguy.com article!
Here's a tip back at you (and everyone) for getting at the document ShapeSheet:
Hold the [Shift] key while clicking on Window > Show ShapeSheet.
I got Richard M. to sneak this feature in back when the Document ShapeSheet was first introduced. :)