As long as the keyboard connected to your Mac has a left "control' key on it, that's all you need for the behavior to be the same. It works just fine on my MBP laptop with Fusion 3. The alt key is actually the left "option" key on the Mac keyboard (use the fn key on the laptop keyboard with it and the backspace to pass the controlaltdelete command to the VM). Desktop keyboards often have the insert and a true delete key, so you can drop the fn from that mix there.
Which version of Fusion are you running? What Windows OS is the guest/VM?
