We don't support running Workstation a service. I assume you're using some third-party tool for that?
Anyway, that error only appears if the Workstation UI is running when you try to log off. If you kill the UI process (vmware.exe) and let the VM run in the background, you shouldn't get that. Alternatively you could try running VMware Player instead of VMware Workstation a service.
Well, in Version 4.x and 5.x it works without any problem!
Why does VMWare does not longer support this feature?