This is a free Add-on to Visio 2003/2007 that I just found.

The tutorial is for a "simple" Hire an Employee process.  But it demonstrates the entire range of things that apparently you need to do with BPMN.

It can co-exist with the UML 2.2 stencils for Visio that are mentioned in this template index.  Copy the UML stencils into the "BPMN" sub-directory after you install the Addon and they will show up just like they would if regularly installed.

Tom