It doesn't appear that the ActiveX Option Buttons work the same way in Visio as they do in other Office Applications. ActiveX is pretty old technology that is generally best avoided nowdays and Visio is not really the tool I would be using for interactive forms.

Post a sample document so we can see what (and why) you are trying to achieve and someone may be able to offer a suggestion.

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Andrew Lockton
Chrysalis Design, Melbourne Australia