This isn't a solution, just an FYI, since I know Vojo has had a problem with these stencils. The process that I went thru was to click the link to go to the download site, downloaded the zip file for all stencils, unzipped to a directory I named Educational, under My Documents>My Shapes. Then if I double-click any stencil, the stencil window opens. If Visio is running, then the stencil loads into Visio. If I'm in Visio, go to Shapes Icon > My Shapes > Educational and click any stencil listed it opens.
Anyway, this was intended just as a point of reference, nothing else.