Start with getting the Build-Essential packages installed on the host, so you can install and compile basic software. You can do this by opening the Synaptic Package Manager, under System and Administration.
Select download, and log in if prompted. You are provided an e-mail with a download link and registration information if applicable. Download it for Linux (x86 or 64-bit, whichever you are using).
When you have the bundle saved, open a terminal and navigate to the directory containing the downloaded file, or press alt+f2 and type gksudo . You may have to run it in a terminal.
The installer will open and you'll just then need to follow the on-screen instructions. Otherwise if you may need a bit more information, try checking here: http://www.vmware.com/support/pubs/player_pubs.html. The Getting Started guide should help. And of course, the forums should be able to help too.