The problem is caused by an update in Ubuntu 8.10, and it affects all 9.04 based systems as well.
The simplest way to solve this is to run the following command:
echo 'xkeymap.nokeycodeMap = true' > ~/.vmware/config
It will set up the mapping in VMWare configuration file.
Another way would be to add the following code in /etc/vmware/config file:
xkeymap.keycode.108 = 0x138 # Alt_R
xkeymap.keycode.106 = 0x135 # KP_Divide
xkeymap.keycode.104 = 0x11c # KP_Enter
xkeymap.keycode.111 = 0x148 # Up
xkeymap.keycode.116 = 0x150 # Down
xkeymap.keycode.113 = 0x14b # Left
xkeymap.keycode.114 = 0x14d # Right
xkeymap.keycode.105 = 0x11d # Control_R
xkeymap.keycode.118 = 0x152 # Insert
xkeymap.keycode.119 = 0x153 # Delete
xkeymap.keycode.110 = 0x147 # Home
xkeymap.keycode.115 = 0x14f # End
xkeymap.keycode.112 = 0x149 # Prior
xkeymap.keycode.117 = 0x151 # Next
xkeymap.keycode.78 = 0x46 # Scroll_Lock
xkeymap.keycode.127 = 0x100 # Pause
xkeymap.keycode.133 = 0x15b # Meta_L
xkeymap.keycode.134 = 0x15c # Meta_R
xkeymap.keycode.135 = 0x15d # Menu