I use Xen as Hypervisor, not VMWare.
I'm also extremely interesed in a method to attach a VM in fullscreen mode to a tty so I could change the focus from one VM to another using Ctrl + Alt + Fx, like you want too. Would GREATLY improve usefulness. It should be possible, don't see any reason why not, but requires some more configuration which I didn't researched about. In any case, a solution like that should be your best bet, as you step into Linux while simultaneously running Windows, so you don't lose functionality.