As I'm finishing up the persona goals and moving to designing the wireframe prototype of PracticalKM, I stumbled upon a couple of great resources for prototyping with Visio. Paper prototyping is alright, but I don't think it scales…

Visio – the interaction designer's nail gun
http://www.stcsig.org/usability/newsletter/0007-prototypingvisio.html
A visual vocabulary for describing information architecture and interaction design
http://www.nickfinck.com/stencils.html (which contains more links to Visio stencils for prototyping)

http://www.dmxzone.com/ShowDetail.asp?NewsId=3991 contains good information on wireframing.

There's also a wireframing extension for Dreamweaver.