In short. There is no way to protect "visio resources" (shapes/etc...). You cannot even really protect the contents of visio documents at all. You can copyright visio documents, shapes and tools... but you're really copyrighting the actual characteristics of the document, shape or tool. If you find someone else using your "shape"... it's up to your legal department to go after them. Generally, it would cost more to pursue legal action than the shape is worth.
Visio documents are not intended to be shared with 3rd parties. It is meant to be for internal use for creation of diagrams... and then exported to other programs/formats for distribution. Unfortunately, those formats typically aren't editable by the end-user.