First, you would need to click on the 'Install VMWare Tools' in VMware. Now, go to the Ubuntu machine and extra the VMwareTools-*.tar.gz file to a temp directory. Open up the terminal windows in Ubuntu (Application->Accessories->Terminal) and change to the directory where you extracted the vmware tools files.

Type in the following command:

sudo ./vmware-install.pl

This will run the pearl script. Once the script started, just follow the onscreen instructions.