Can't open two instances of Visio 2013

Solution 1:

Open one instance of Visio 2013 and a icon will appear in the task bar. Now hold Shift and click on the Visio taskbar icon (or middle-click on the icon). A new instance will open. This works for all programs not just Visio 2013.

Solution 2:

Actually I've followed steps described here.

To implement the new behavior, follow the following registry trick:

1. Open Microsoft Visio.
2. Go to Tools -> Options -> Advanced.
3. Check the Put all settings in Windows Registry option.
4. Run Registry Editor (regedit).

5. Navigate to the following registry key:
   
   HKEY_CURRENT_USER\Software\Microsoft\Office\12.0\Visio\Application\

6. In the right pane, right click on SingleInstanceFileOpen, and then select Modify. Update the value of SingleInstanceFileOpen from 1 to 0.

But key was missing on my machine, so I've just added it and rebooted machine. Now it seems work.