When using Citrix or Terminal Services with roaming profiles, you have to be aware of the fact that the following file C:\Documents and Settings\[username]\Application Data\VMware\hgfs.dat causes roaming profile headaches in a virtual environment.
This is caused by the Shared Folders option (available in VMware Workstation) being activated during the installation of the VMware tools. This feature does not exist on an GSX/ESX host. However, even on ESX this feature can be "enabled" (not used) by selecting the Complete install option during VMware tools installation.
Check out the following VMware KB: https://xmail.xylos.be/exchweb/bin/redir.asp?URL=http://www.vmware.com/support/kb/enduser/std_adp.php?p_faqid=1317