Im assuming you have installed vmware server on Ubantu and want to run a WIN guest. I've just done this on Opensuse10.2. (VMware V1.0.2 build-39867)
Run vmware, connect to localhost and in the VMware Console window menu select VM,Install VM ware tools. Thats it.
However before you do this you will have to "install" your windows guest. VMware tools will then appear as a control panel icon.
BTW running WIN fullscreen is much faster that running as a Linux window. To me it seems just as fast as having booted WIN directly. To enter fullscreen mode press CTRL-ALT-RTN . To leave fullscreen mode press CTRL-ALT.
Hope this helps