A standard NAT configuration provides basic-level firewall protection because the
NAT device can initiate connections from the private NAT network, but devices on the
external network cannot normally initiate connections to the private NAT network.
It should be possible though. Use the NAT configuration file on the HOST to configure the NAT device. Download the manual (http://www.vmware.com/support/desktop/index.html) and read page 295 and 330 on how to change the C:\WINNT\system32\vmnetnat.conf (section on [incomingudp] probably) and vmnetdhcp.conf . I'm guessing here, since I'm using NAT on my notebook, but within a network I've used Bridged Networking only.
Goodluck and post your endresult please. If you feel like it, volunteer to write documentation (There is a need for volunteers on this subject; https://openacs.org/projects/openacs/doc-project/4-6-x-plans/)
Better support for vmware questions can be found at their newsgroups (http://www.vmware.com/support/using/newsgroups.html; vmware.guest.linux ).
