You may want to add e.g. bios.bootDelay = "5000"
(see http://kb.vmware.com/kb/1004129) to the VM's .vmx file to increase the time you have to press ESC for the boot menu or F2 for the BIOS. With hoisted products (Workstation, Player, ...) you need to edit the VM's .vmx file manually, in ESXi this is an option in the VM's settings GUI.
André