OLE – how to root out this pernicious practice

aaaaaaaargh …… Just received a document with a number of diagrams that need updating: imagine my distress at discovering they are OLE links to Visio files … I do have Visio, but absolutely no idea of how to open the diagram that I see in my FM10 document in Visio. Is this remotely possible, am I better off saving the document as .pdf and trying to rescue the graphics with Illustrator, or is there some better approach I haven't thought of?

Thanks in advance!