If you have installed the VMRC plugin (vmware-vmrc-win32-x86.exe) and still cannot get it to work;
Make sure you are using the 32-bit version of Internet Explorer and not the 64-bit version (if you are using a 64 bit Operating System)!
You should see an alert in Internet Explorer that will ask you to run the plugin, and all should work OK after this.
The reason I have added the above to this thread is because this is something many people may overlook.