On a fresh Kali Linux install, you are going to need the kernel headers first. Go ahead and install them by following these directions...
- Open a command prompt in the Linux VM.
- Execute these commands...
apt-get install linux-headers-`uname -r`
If it fails and you typed it, realize that those aren't single quotes. They are "back-ticks". Use the key on the top-left of your keyboard that has the tilde on it "~". Otherwise, just copy-paste.
Now, it's time to install the VMWare tools...
- Open a command prompt in the Linux VM (Or use the one that is already open if you ran the above steps first).
- From the VMWare menu choose, "VM | Install VMWare Tools".
- The disk should mount.
- In the terminal window, execute the following commands...
tar zxf /media/cdrom/VMWareTools-9.9.2-2496486.tar.gz
Note: Your version will likely be different than mine, so type "tar zxf /media/cdrom/VM" then press the [Tab] key to autocomplete the proper filename.