the cd probably has some music files on it thats why it may open itunes. does the cd show up underwindows?
if it does then you should just go through the normal install process. also install in you vmware image not on the mac side. i dont about vmware that much. but windows does not like the mac formated HDs have you thought about bootcamp. it will give you better performance in games. and if you make a bootcamp partition i hear you can set vmware to run off that.