I can'tt find out any limitations list of vmplayer's NAT and it is very likely the NAT implementation of vmplayer is still unable to forward IP protocols (in my case GRE for PPTP VPN - input GRE packets don't reach the VM). But since no one seems to have asked for it for some years, here I am! In my case I am unable to use bridging since I can't have an IP for the VM. So hopefully the problem has a now workaround?
