you have to choose "bridged: to the physically chosen network"
check your virtual network settings I have automatic bridging turned off, you should be able to turn it on but It also works if its off, now one thing you should check is to make sure that in the "Automatic bridging tab" underneith there is a exluded adapters field make sure your nic is not in there. Check your host virtual network mapping, this should not matter if auto matic bridging is turned off but check vmnet 0 and make sure its bridged to the correct nic card.
other trouble shooting things you might try is to go to a terminal and ping google or some connected ip address.
this is how I have my fedora server and workstation set up in vmware on my laptop using a wireless nic adapter and I get no problems surfing the net with fedora thru vmware.