Well there's two ways.
1. Run the VM in the background. There used to be an option in the taskbar menu to move a VM to the background, but the only way I found now to do so is by clicking on the X-Button of VMware Workstation as that will popup a dialog like so:
After that the VM is headless and you can get it back to the foreground from either the taskbar icon (at least on Windows) or by starting the GUI again.
Another way is to start your VMs scripted using vmrun.
See here for some of the options available:
http://www.vi-toolkit.com/wiki/index.php/Vmrun
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Wil