Dynamic connectors in Microsoft Visio will typically have no more than one ninety-degree angle. This behavior keeps the line rendering as simple as possible. Of course, sometimes one need connectors to travel out of their way a bit across more complex drawings in order to keep things clear.
A connector can be manipulated so that it spawns additional angles by holding the shift or control key while dragging its midpoint. Holding the shift key will break out the middle of the line, creating four new right angles (the first example below). Holding the control key will create a single angle of an arbitrary degree at the midpoint (the second example below).
To create just two new right angles, you can create a breakout like the example above and then simply move one portion of the connector in line with the breakout; it should snap right in place. This will fuse the two sections of line back into one.
You can repeat this process at junctions where you want a connector to change direction to create very orderly (or in the case below, chaotic) connectors with a predictable path from end to end.