I had this same problem, so I'm replying incase anyone else does. In my case, the cd was not bootable I followed this guide for the solution:
If you dont have a writable cd just look at the programs while it's near the end of running.. look for the directory where the iso is saved and quickly copy it before the program deletes it. You can copy the iso to a dvd or anything, or just mount it in the vmware options when you're making the vm. The bcd program automatically deletes the iso after it runs whether it's succesful or not.