During my years as a software engineer I encountered on several occasions during a presentation of mockups that the client thought it was the real deal already even if it only consists of something created with Visio. Try to explain afterwards, especially when you have slides on which you can click to get another slide that shows a follow up screen of something that’s expected, that this isn’t the real application, not even a demo.
Why is this? Because the screens are mostly already fully detailed with a certain look & feel or whatever the analyst cooked up. Though it may look cool during a presentation it actually creates some expectations. Mostly you don’t want this as it deprives creativity. Better is to sketch a mockup on paper and afterwards scan it and put it into the analysis document. A nice article that I enjoyed reading is how Microsoft dealt with this while creating the oxite sample program: Web Design from the Gut.
Personally I like to keep some printed papers around on my desk, especially prints that have been printed by mistake by someone or didn’t produce the wanted result but single side printed so I can still use the back, just for the purpose of sketching small things or to make small todo lists for things I’m working on (or not to forget when I’m busy doing something else).
Another program that can help you out is something that I recently got to know thanks to a colleague: Balsamiq. It’s written in flash and can host it on your desktop through AIR. Here’s a little video sample of what you can do with it: