What we usually do is select all the objects in omnigraffle and then copy and paste them into word for mac.
What can be annoying is that sometimes f.ex. a space character shows up as a symbolic character instead when opening the word document in windows.
I have tried exporting the document as a visio xml doc and can see that omnigraffle inputs garbage in the xml document in those places. It looks completely fine in word for mac tho.
If you want to export an image for import make sure you up the Bitmap resolution in the export dialogue. I use 400 DPI and export as PNG then import the PNG into word. This usually gives me an ok looking image.
Last edited by danne; 2012-10-24 at 11:31 PM..