You can do that in VC.
Go on your datastore/properties/manage paths/policy/change and change to MRU.
You must do it for all your datastores
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Hi Tom, you can see this guide - page 90 and following for the steps: http://www.vmware.com/pdf/vi3_301_201_san_cfg.pdf. With an active/passive SAN you'll want to use the most recently used policy.