While I use Parallels instead of VMWare. I do have a suggestion. You may be able to "virtually" unplug the cable. What I mean by that is, in Parallels there is an option to disable the network adapter of a specific virtual machine. Since Parallels and VMWare are similar, there may be a similar option in VMWare.
The advantage of this? You don't have to give up network access to your Mac, you just deny it to Windows.
In Parallels, this option is in the settings for an individual virtual machine, so if I have two different disk images with Windows systems on them, I could go into each one's settings and set one's virtual network adapter to be enabled, and the other one to be disabled.
I came across this when I wanted to run Windows on my Mac laptop while I was connected to the Internet away from home. Looking through the settings I realized that I could leave my Mac on the network while shutting off access to the Internet within the virtual machine. If I ever want to go online with Windows, like downloading updates, I just wait until I'm home on my own firewalled network, and flip the switch to enable the network adapter on that Windows virtual machine, and disable it again when I'm done.
Hopefully VMWare has that ability for you too.