Actually, it did not. And in order to make it work you should have uninstalled the Windows update KB978262 (http://www.microsoft.com/technet/security/bulletin/ms10-008.mspx). This cumulative update contains the update KB973525, which causes the problem.
You can see more information about that over here (http://www.williablog.net/williablog/post/2009/11/19/Visio-files-not-opening-in-Internet-Explorer.aspx).
“It appears that Microsoft in it’s infinite wisdom accidentally put the Visio Viewer’s CLSID in the kill list.”
Now the issue is resolved: Install Visio Viewer 2010 (http://www.microsoft.com/downloads/details.aspx?FamilyID=f9ed50b0-c7df-4fb8-89f8-db2932e624f7&displaylang=en); it works properly with all the updates installed