CGISam I'm not sure I understand your question.. You say the IE10 project is missing files? That would indicate an error in the capture process. IE9 and IE10 is fully supported as virtualized browsers.. Have a look at this KB article: VMware KB: Support Policy for Internet Explorer virtualized with VMware ThinApp it explains our support statement..
Can you please explain how your capturing process looks like, which OS you are using and more.. The more info the easier it will be to help you..