For quite a while, VMWare and Madwifi haven't played well together. Yes, you can use NAT to give your virtual machine access to the net, but when your virtual machine is running some other operating system (I have to! They don't make Libronix for Linux yet.), and you want to print via another computer running Cups, you were stuck.
No more! I just upgraded to Vmware 5.5.2, and ath0 bridging is fixed! Yay! Now my M$ virtual machine can fully participate in the network browsing. (And if I was silly enough to point router ports it at, I could make it a honeypot too!).