Q:

Can I draw curved diagonal lines in Visio

I want to draw lines like this (see image below) in Visio
but in order to achive this I have to use 3 separate lines (bottom image).
Is there a simplier way?

UPD:
Im using Visio 2013
To be more specific. This is what im trying to achieve:

Note the placement of pink line. First it goes down and then it turns right on diagonal.
In Visio whatever connector I choose, it wont go in that way by itself.
I weither have to make custom shapes or play with rounding options which is hard.

A:

NOTE: You didn't mention what version of Visio you are using. I am using 2007, so this answer works for that version. I'm also assuming you are referring to connector lines. If not, please [edit] your answer to clarify.
Connector properties can be changed by going to File > Page Setup > Layout and Routing tab. Change the appearance to Curved. You may have to adjust other settings to get it the way you like it.

A:

Based on your description there's a simple way to accomplish this. The instructions are for Visio 2013 but the same essential technique will work for earlier versions.
Let's start with a single shape with corners that are not rounded.

Now select the shape and go to Line Options

Now you can use the Rounding Presets or Rounding Size to make the corners curve.

As you can see the line retains its original basic shape, but just the corners are rounded.

