Q: You're running Slax as a "live CD" under VMWare, correct?
Q: You're running VMWare under Windows, correct?
Q: And your Windows PC has internet connectivity, correct?
In general, all you should have to do is configure your VMWare network interface for "bridged networking", and you should be set to go. Slax should get a dynamic address from the same DHCP server your Windows PC got it's dynamic address: from your DSL or cable modem router.
If, on the off chance your broadband modem doesn't offer DHCP, then you'll need to investigate setting up Windows "Internet connection sharing" The exact details will vary from Windows version to Windows version - or might not even be possible with your Windows version.