KumarLande was on the right track but the wrong location as far as the permissions on the target folder. You want the Library folder that is within your Home folder not the root level folder. Aside from checking that you have Read & Write permissions to that location you might want to also Verify Disk Permissions in Disk Utility.
Also... To help figure out what is what, the best way to provide comprehensive diagnostic information is to use the "Collect Support Information" command from the VMware Fusion (menu bar)> Help > Collect Support Information and then attach the .tgz file it created on your Desktop to a reply post.