Well, maybe you didn't had the kernel-source package install, or the /usr/src/linux symlink wasn't pointing to the right kernel-source ( the one matching your running kernel ), make sure you have all this in place and it should work straight away. As for the how-to... a very simple and not too much time consuming
vmware on slackware
in Google would point this http://www.cs.ucr.edu/~jbyrne/vmware.htm
as the first link, which got me, and several people to get VMware working. Good luck.