Do you have some special steps? or could you please provide a video if possible?
Here are the steps:
1. I'm running OS X 10.8.1 and Fusion 5.0.1
2. I have a Win XP guest running in Fusion, in single window mode.
3. While working in the vm, I'll hit cmd-tab to switch to some OS X app.
4. The row of OS X app icons appears while I hold down cmd, and I can tab through them normally.
5. If I select an OS X app (by releasing the cmd key while the icon is selected) the OS X app appears.
6. HOWEVER - as soon as I release the cmd key, I see that (if the vm is still visible on screen) the Windows start menu opens - as though I had just hit the Windows key.
7. When I later return to the vm, the Windows start menu is up/has focus.
Thanks,
Doug
--