I am not 100% sure if you can actually hook into the VM unless there's an SDK that you can download to intercept it, remember the VMWare is simulating a separate machine, but a logical one alright...The downloads are available here from VMWare.
I can only guess (I use Virtualbox myself), that a Virtual Machine (VMWare/VirtualBox) seizes control of the hooks for the keyboard I would imagine, the host system would not see them...but it would be interesting to try out... I have provided links to CodeProject for keyboard hooks...
Find the one that would suit you in terms of ease-of-use, and try hook in the keyboard, run the VMWare, with your C# application running and see if it picks up any keys within the virtual machine... I would be interested to know...
And oh yeah, +1 from me for good question and welcome to SO! :)
Hope this helps,
Best regards,
Tom.