Have not investigated yet that if it is possible to export to Microsoft's propriety formats. Anyway this is in plan to investigate, if possible visio formats will be added to future release.
If you want to export to Visio, export to VDX which is the Visio Document XML format. IIRC it's documented on the Microsoft site, and I even wrote a VXD exporter for the Graphviz open source project which I then used for Instaviz. While developing your own exporter, you can use the free Microsoft Visio Reader to examine your output to see if it conforms.
