Just installed VMWare Fusion on my MacBook Pro - there appears to be a VM hard drive icon on my desk top.
That icon is most likely the mounted .dmg file you downloaded to install Fusion and once Fusion is installed you can just drag it to the Trash to unmount it it.
I put in my XP Pro CD. THe instructions from Fusion say: From the Virtual Machine LIbrary window... - where is the VM library window? If I click the icon on my desktop it just openes the Intall, or uninstall window for fusion.
You need to open VMware Fusion from Applications in Finder and the default window that open is the Virtual Machine Library window.
After opening VMware Fusion then on the VMware Fusion menu bar click Help > VMware Fusion Help and read the documentation before you go any farther! 