VisioViewer not working

I'm using IE 8 on a WinXP SP3 machine with lots of memory.

I just downloaded VisioView 2007, in order to read a .vsd file. Just before
that, I had downloaded, installed, and removed the VisioView 2003 reader. I
installed the 2003 version first because I'm running Office 2003 on my
machine, but when I opened the file, IE just showed a red x. So I removed it
in the Add/Removed section of the Control Panel and downloaded and installed
VisioView 2007, and got the same problem, a red x in the upper left.

I don't know if the file I'm trying to open is bad, or if there is something
not quite right with my IE settings.
I'm assuming the .vsd file is alright, because it's on Sue Mosher's website;
she must have thousands of downloads by now.