Export WF to Visio

Hi guys/gals

I've created workflows using Nintex Workflow 2010 but now need to write the business process around it and was hoping to attach the workflow as images.

I was hoping to export the wf's to Visio from SharePoint Designer but it gives me the error: "SharePoint Designer encountered an error generating the Visio worflow drawing." 

Is there no way around this? 

Regards

Barry-Lee