I just downloaded a new Visio stencil to use in my artistic creations! However my copy of Visio 2010 (yes, 2010!) could not understand it.
Previously Visio Stencil files always had a .vss file extension and could easily be added to Visio 2010.

Seems like the new .vssx format is NOT supported by Visio 2010 unless updated with…yes, you guessed it, a compatability pack! Hurrah I hear you cheer, where can I get it from? Here:
http://www.microsoft.com/en-us/download/confirmation.aspx?id=39640
The alternative is to upgrade to Visio 2013. Not as much fun. Enjoy your vssx files.
NOTE: You need to have applied Visio 2010 SP2 before you can