That happens with me too, and I have 3d acceleration on.
I have opened an enhancement request with VMware for two possible solutions:
1. Expose a 1-2 pixel "buffer" section of the desktop right above/beside the taskbar so the mouse can land there
2. Just send the exit mouse event when the mouse moves out of the taskbar.
I'm actually a bit puzzled as to why #2 isn't already done for all unity windows (not sure if that happens for non-taskbar windows). It would not be that difficult.
Oh wow, I just found a MUCH better workaround. Hold the left mouse button down, then drag off the taskbar. Next time you click on something, it hides.