Mine opens with a grayed out screen that has a giant black arrow in the middle. When I click the arrow it shuts down. If you figure anything out please post an answer here.
If you have a MacBook Air then...
From the information posted in this Forum since the MacBook Air became available it is safe to say that there is an issue, and by now be considered a known issue, with the MacBook Air and the External CD/DVD Drive in that if the Drive is not present then one must either set the Virtual Machine's CD/DVD to Disconnected, or to an ISO Image or remove the CD/DVD from the Virtual Machine's Settings sheet and in doing so the Virtual Machine should be able to start without crashing!
Have a look at: VMware Fusion menu > Help > VMware Fusion Help > Managing Virtual Machines > Configuring the CD/DVD Drive