This from v2003pro timeline help, your mileage may vary
Import Project data to a Visio timeline
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Note You must have Microsoft Project 2000 or later installed.
1.. On the File menu, point to New, point to Project Schedule, and
then click Timeline.
2.. On the Timeline menu, click Import Timeline Data.
3.. On the first wizard page, enter or select the Project (MPP) file
you want to use to create a Microsoft Office Visio timeline, or click the
Browse button to navigate to the file you want, and then click Next.
4.. On the next wizard page, select the task types you want to
import. See the Description at the bottom for details about each task type.
5.. On the third wizard page, select the shape types you want to use
for the timeline, as well as for the milestones and intervals that appear on
your timeline. You can also click the Advanced button to set the time scale
and display options for your Visio timeline. Click OK, and then click Next.
6.. Click Finish to create a Visio timeline with the properties you
specified in the wizard.
Note If you have shapes on the current drawing page, Visio places
the timeline on a new page in your current drawing