At this time the only XML file format that Visio reads is its own (VDX,
VSX, VTX) saved XML files.
There are no import filters included in Visio for Rational Rose files.

You might want to search for 3rd party utilities that could fill this gap
for you.

--
Barb Way
Microsoft Corporation

This posting is provided "AS IS" with no warranties, and confers no rights.