Does your VM has open-vm-tools installed? If so, the error message in the Fusion GUI is bogus. The Fusion GUI does not reflect the status of the installation of open-vm-tools since the installation of those tools is managed by the VM's package management utilities, not VMware.
If open-vm-tools are installed, then you're encountering a known issue that results in the shared folders not mounting at boot time. See the following VMware KB article for more information: How to configure VMware Tools Shared Folders Linux mounts
The standard documented workaround is to disable and enable the Shared Folders feature of the VM from the Fusion GUI while the VM is running. However, this work-around is not persistent, and must be repeated after each reboot of the VM.
A persistent solution is to edit /etc/fstab and add an entry to mount the shared folders automatically on boot. As an example:
The shared folders will now be automatically mounted to /mnt/hgfs at boot time.
- Paul (Technogeezer)
Editor of the Unofficial Fusion Companion Guides