Unfortunately, MS Visio formats are rarely supported in 3rd party programs, which means your best and perhaps only reliable option for conversion (or transformation) of Visio .vsx files (stencils) to .vsd files (diagrams) is to use the original programs. If you do not have access to MS Visio, it will be very hard, if not impossible, to perform this vsx to vsd conversion.
Open VSX file Open VSD file