Já fiz isto, e não deu certo.Vais às opções do próprio VMware e activas os USB.
Arrancas com o Fedora e a pen deve montar-se automaticamente.
Steps to mount pendrive in VMWare:
1. insert pendrive - it should be mounted automatically.
2, unmount it (I click on it with right mouse button and choose 'Safely Remove')
3. Launch VMWare
4. Turn on your virtual machine (Windows 2000 in my case)
5. From the menu VM --> Removable Devices --> USB Devices --> choose your USB pendrive.