Hi Guys,
I did some research on this problem a while ago and found that if a shape contains more than 25 sub-shapes, the preview doesn't work without the user pausing for a significant amount of time.
You can fiddle with the attached Visio drawing. There's VBA code in it, with a button on the page that counts all of the sub-shapes within the selected shape. It doesn't seem to matter how deeply the shapes are nested. At 25 sub-shapes, the preview slows down.
Cheers,
Chris