I am running running VMWare Server on a windows box with a linux client. I set up networking with NAT and could almost instantly get from my linux client out to the network. I had no problem accessing other servers on the network or pinging my windows host os. My problem was I had was that I could not access my linux client from the windows box. Ping did not work. I tried a couple of times to fix it and gave up. I tried again yesterday as things are a bit slow before Christmas and I got it to work.
I had a few strange symptoms I could find no mention of on Google. The first was that if I went to Host/Virtual Network Settings and looked at the "Host virtual Adapters" tab, VMnet8 the default one for NAT said "disabled". If I tried to enable it, it would switch back to disabled when I hit the Apply button. The other strange thing was the ipconfig output did not list a VMWare adapter. If I'd known more about practical windows networking, this would have been an obvious clue to me but after a while I decided that this was probably highly significant. I did not see any description of my problem on the net but it was possibly that people answering questions had written in Networking Admin and I was reading their answers in programmer.
I looked at the windows networking settings in control panel and it said that VMNet8 was there. It did not have any of the "items' with a tick against it - it wasn't using tcp/ip. It was very important that I not break my working connection to the outside net and I was a bit nervous because I had seen no mention of this in the vmware documentation or any google searches but I finally clicked "tcp/ip". Suddenly it worked.
So somehow, the host network that is supposed to be setup automatically with VMWare had been setup without tcp/ip enabled which meant that although all the NAT behaviour was working properly, I had no local virtual ethernet adapater available for my host to connect to it. Simple when you know the answer :-)