Short answer: on Windows, export to "emf" format, then add the image to the document like you would any other image.
I find it less obnoxious to make diagrams in Dia than in PowerPoint (or Word, or whatever, Visio might be better, but don't want to pay for it). But, for better or worse, most often those diagrams have to end up in some MS Office. So how to get them there in as high a quality as possible? You can always export as png, or some other raster format. It's super-unfortunate that MS Office (as of Office 2010) doesn't support SVG, but they do support a similar format, the "Enhanced Metafile", or emf. It seems that only the windows version of Dia can export an emf (I don't have a Mac to test, but I assume the Mac version can't export it either), but since they don't make a Linux version of Office, if you're wanting to export a Dia diagram to Office, presumably you have access to a Windows computers (unless you're a Mac user, in which case, you may be out of luck).