An error (1416) occurred during the action Save.
There is not enough memory to complete the requested action.
SOLUTION: There is a bug in the way Visio 2010 handles PDF's and automatically "groups" them.
- Select the PDF(s) in your Visio drawing
- Click the Group menu item
- Select Ungroup
You should now be able to successfully save the file.
UPDATE: If this does not fix your particular problem, as it does for me, you can also try the following work-around that involves creating a picture file from your PDF and inserting that instead: