VMware Preferences: "Run powered on virtual machines in background after close"... or the "suspend VMs on shutdown" feature...
On Fedora (all versions 6-9, both i386 and x86_64) I am observing that these features do NOT work with VMware Workstation 6.0x when there is a space in the name of the VM.
So the name "My VM" will not be still running after rebooting or terminating the session, but "My_VM" will. Don't know if this was fixed in the 6.5 Beta 2.