Sounds as if you are not successfully booting from CD. Those menu choices you mention are presented when you boot from a hard-drive install of Windows, not an installation CD.
Open the virtual machine's Settings screen and make sure that the CD-ROM is connected before it boots. Then, watch for a prompt saying "Press any key to boot from CD."
In a worst case, you might need to go into the virtual machine's BIOS menu and change its boot order. While the virtual machine is powered off (not just suspended) and Fusion is not running, edit its .vmx file with a text editor such as TextWrangler or (if you are comfortable with the command line) nano -w . (To find the .vmx file, navigate to the virtual machine using Finder, cmd-click on it, and choose Show Package Contents.) Add this line to the end:
bios.forceSetupOnce = "TRUE"Now the VM will boot into its BIOS menu. Click once inside the VM's screen to give it mouse focus; if you need to get mouse focus out, press cmd-ctrl. (This is necessary because VMware Tools is not running.)
In the BIOS menu, you can use the right arrow to move over to the Boot submenu, the arrow keys to choose a particular boot source (the one we want is CD-ROM), and the + and - keys to change its order. Here's a screenshot:
When you're done, press F10 to save and exit. (On a MacBook keyboard, you'll need to press Fn-F10 instead.)
