Editing multiple Visio diagrams at the same time leaves something to be desired with the default installation of Visio. Though the View ribbon can help to a small degree, hot keys to move to another Visio document would be ideal. One simple way to increase usability in this scenario is to have Visio 2010 open each document in a new instance so that you can rely on Alt-Tab and Shit-Alt-Tab keystrokes.
Change Visio 2010′s Options
First, go into Visio 2010′s Advanced Options (File -> Options -> Advanced) and select “Put all settings in the Windows registry” as seen below.
Then launch regedit (Start -> Run -> regedit) and disable SingleInstanceFileOpen by changing the value of its key from a 1 (one) to 0 (zero) . Navigate in regedit by the following: