With VMware Workstation (or at least the VM's tab) closed, add
bios.bootDelay = "5000"
to the VM's .vmx file. This will add a 5 second delay to the boot process which will allow you to hit the "ESC" key for the boot menu and to attach an ISO image or CD to the VM. Ensure the virtual CD-ROM shows up as "Connected" before you continue with the boot device selection.
André