My favorite feature in the latest version of VMware Workstation is that you can run virtual machines entirely in the background. This is most useful for "appliance" machines that you won't actually use from the prompt, but through a web browser or ssh client. The only problem is that when you click the close button on the VMware window, you get a prompt saying "Some virtual machines are still powered on. You can continue to run these virtual machines in the background, suspend them for later use, or power them off now." I always want my virtual machines to run in the background! You can disable that window by just telling VMware to always run virtual machines in the background by going to Edit \ Preferences.

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Click the checkbox that says "Run powered on virtual machines in background after close". Now when you click the close button, it will always just minimize the virtual machines to the system tray. Very useful!