Ive just tried out Windows Vista on Fusion.
It was so slow, the graphics was really bad, had black sides at the edges of the screen. I have seen in Parallels that the windows start icon and apps can be merged into the dock, can this be done with fusion as well?
By your description, you didn't install the VMWare Tools. This will drastically increase performance in the virtual machine.
The feature you're describing is available on Fusion, but it's a little different. Instead of the start icon, its put as a menu bar item next to the clock (only if enabled). You can drag apps into the dock. There should be a folder called "Windows Applications" in the Applications folder (Might have to double check this, I have both Parallels and Fusion installed so I'm not sure which gives it that feature right now). If there's no folder, then it's located at:
/Users/[Insert Name Here]/Documents/Virtual Machines/[Insert VM Name Here].vmwarevm/
or for Boot Camp:
/Users/[Insert Name Here]/Library/Application Support/VMWare Fusion/Virtual Machines/Boot Camp/%2Fdev%2Fdisk0/Boot Camp partition.vmwarevm/
(Right click, show package contents)