Why does it always have to be such a frustrating pain to have to wade through people's confused unhelpful responses (not answers, mind you, responses) to perfectly valid questions? "Why do you want to do that?" seems to be the most common response to perfectly valid questions everywhere. That, followed by a painfully long series of pedantic lecturing about "why stuff is the way it is".
For christ's sake, people, this isn't a tea party, it's a help forum. The ANSWER to your question is:
Close VMware Fusion. Open the file [YOUR HOME FOLDER]/Library/Preferences/VMware Fusion/preferences in a text editor and find the line (it'll be near the bottom) that says something like this:
prefvmx.defaultVMPath = "/Users/[YOUR USERNAME]/Documents/Virtual Machines.localized"
Change it to whatever you like. The start VMware Fusion again. Next time you create a VM, it'll end up where you specified.