Thanks WoodyZ, but that you say is not possible.
"\\vmware-host\shared folders" is the folders of Mac OSX and Windows can't write there. Is not problem of permissions.
In AVD can't change the path to save, it haven't options for it because the file config generated is an .ini file, and that files saves to %windows% or %root% or similar paths, and VMWare Fusion points it in \\vmware-host\...
Another idea? 