One of the frustrating things with VMware Workstation can be trying to get into the BIOS to change the boot order.  Unless you have mad, click, F2 skills, it’s pretty easy to miss the BIOS prompt in the millisecond it actually displays.  By default you can PXE boot a VM the first time, but after an OS is installed, you will have to change the boot order to be able to PXE boot again, or if you want to have the CD-ROM boot first.

Thanks to Paul Newton for the following tips:

To Increase the boot delay, edit your .vmx file and add the line:

bios.bootDelay = "5000"

This will add a 5000 millisecond (5 second) delay to the boot.

Or you can add:

bios.forceSetupOnce = "TRUE"

To make the VM enter the BIOS setup at the next boot.

Hope that helps,