"a box appears that says open, save or cancel", that sounds like you're attempting to open it from the browser. The first question would be which browser. If you save the document locally can it be opened? If you're trying to open it with a browser
do you have the Visio Viewer installed, and is it the latest version?
al
If this answer solves your problem, please check Mark as Answered. If this answer helps, please click the Vote as Helpful button. Al Edlund Visio MVP