"Create an ISO in any popular ISO program with your files on and in your vmx file add the following ..
ide1:0.fileName = "
ide1:0.deviceType = "cdrom-image"
ide1:0.autodetect = "FALSE"
ide1:0.startConnected = "TRUE"
If you don't know how to create an ISO image, just google for 'mkisofs' or, if you're a Windows guy, just use your favourite burning software, or check for DeepBurner, that's easy and free.