Mark,
I've upgraded to 5 but I'm sure 4 had it too. It might be an optional component install. Or it might be a version level issue 5 has Plain, Professional and Enterprise. You might check
www.visio.com>Which version of Visio has that help file? I have version 4.0 but I don't see that .hlp file under \visio\help?
>
>> If you have Visio you should look in it's programmers reference manual or help file (\visio\help\progref.hlp).