This person copied ContosoShapes.vss to My Documents\My Shapes. Now it appears on the My Shapes submenu.
Sometimes other people have made shapes that you want to use — a coworker, say, or a company that makes and sells Visio shapes for certain industries.
When you want to use shapes made by others, they could send you a copy of a Visio drawing with those shapes in it. Often, however, what you'll get is a stencil of shapes.
A stencil is a file with ".vss" or ".vsx" in the file name. For example, a stencil might be called ContosoShapes.vss or ContosoShapes.vsx. When you receive a stencil file, copy it to this location:
C:\Documents and Settings\username\My Documents\My Shapes
After you do that, the stencil will be available on the File menu and the Shapes submenu.