One of the things we keep hearing from customers is a desire to make their own Data Graphics instead of using the ones we provide with Visio 2007.  This is completely possible -- we designed Data Graphics to be extensible.   Bill Morein, a fellow Visio blogger on my team, has posted some initial information on how to do this at http://blogs.msdn.com/wmorein/ .  We're working on complete documentation for how to do this and will publish that in the future.  But this should get you started for now if you are interested (plus Bill's got a lot of other good stuff to read about Visio).