If you prefer, a screencast is available that covers this topic:
Visio users are are already familiar with how to to group and ungroup shapes in Visio …

And having created a group, if it is unselected, by default the first click on any shape in the group will select the entire group.
But if a group is selected and then you click on a shape in the group, you enter the world of “Sub-selection”. Let’s walk through this:
Nothing selected:

Click on any shape in the group and the entire group is selected.

And once the group is selected, if you click again on the group, you’ll “sub-select” a shape inside the group. Notice in the screenshot below how the sub-selection handles look slightly different from the normal selection handles above. Also notice that the group still has a box around it firther emphasizing emphasizing that this is a sub selection.

Sub-selection is useful because it lets us modify a shape “inside” the group without breaking apart the group.
Sub-selection is an interesting place to be.Clicking on shapes has different outcome depending on whether you clicked on a sub-selected shape or not.
Suppose the you have the circle sub-selected. If you click on the circle again, the entire group will be selected.

Now suppose you have the circle sub-selected, and then you click on the triangle. Now the triangle is sub-selected.


You can sub-select more than one shape.
For example, start by sub-selecting the circle.

Instead of clicking on the triangle, hold down the CTRL key as you click on the triangle.

Now both the triangle and the circle are sub-selected.
So, this a a very useful feature, but sometimes it is NOT what we want.
The good news is that this behavior is completely controllable on a per-group basis.
In Visio 2007, select the group and then right click Format > Behavior

This will launch the Behavior dialog, under the Behavior tab, examine the value for Selection.

In Visio 2010, you’ll notice that the same context menu does NOT have a Behavior item

The way to do this in Visio 2010 is to use the Developer Tab
Once you have the Behavior dialog up, notice the three options for Selection: Group only, Group first, and Members first.

Nothing is selected:

Click on any shape and the entire group will be selected.

Click on any shape again and the group will be unselected.

Nothing is selected:

Click on circle. The circle will be sub-selected.

Click on any shape in the group (even the circle) and the entire group is selected.
