This happens on occasion and I'm not really sure why. You may need to make the filesystem manually from the command line.
/usr/sbin/vmkfstools -C vmfs3 vmhba0:0:X -S <vmfs label>
You didn't display enough of your partition table in your screenshot to determine what X should be. But if you scroll down it should have type VMFS, or if you do
sfdisk -l /dev/sdX ( non compaq/hp )
sfdisk -l /dev/cciss/c0dX ( compaq / hp )
You can see which partition has type 'fb'