Source : http://social.technet.microsoft.com/Forums/en-US/itprovistaapps/thread/3d8d7893-7fba-4f59-8962-1d074ca95edc
This normally happens as VMware diables autorun in the host PC to prevent any unexpected behaviour. To renable the autorun feature, run VMware as and administrator {since i am using vista) right click on the VMware icon and click run as Administrator, clik yes/allow when the window pops up. Now in the VMware window at the top click on EDIT, and select preferences. Another Menu Box should pop up, click on the tab that says DEVICES, you will see a tick beside "Disable Autorun on the Host", just untick it and click ok, then restart the pc. that should fix your problem, PLEASE NOTE, IF YOU DON'T RUN VMWARE WITH ADMINISTRATOR RIGHTS OR AS AN ADMINISTRATOR, YOU WILL NOT BE ABLE TO CHANGE THE OPTION.
The free VMware Player hasn't such option but setting the registry dword-value
[HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Policies\Explorer] "NoDriveTypeAutoRun"
to 91 (Hexadecimal) solves this, this means it should look like: "0x00000091 (145)" in the registry then.
Code for .reg-file:
Windows Registry Editor Version 5.00
[HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Policies\Explorer]
"NoDriveTypeAutoRun"=dword:00000091