Hi Jeff,
Darn it! I've fixed this before and I can't remember how...
Visio allows you to save "workspaces" - ie: open windows, window positions, etc. This might be the problem.
For Visio 2003, try File > Save As. Note that the Save button is actually a drop down. Drop it down and uncheck "Workspace"
For Visio 2007, Workspace is under File > Properties...there's a "Save Workspace" button.
I hope that getting rid of the workspace fixes your problem. Driving me nuts trying to remember...
- Chris