Run the installer of VMware Workstation. You should see a windows like this one:

Choose the setup type that best suits your needs. If you are unsure, choose Typical.

You may skip this step, if you have chosen a Typical setup type in previous step.

This windows shows Custom options. Choose options you require and click Next.

On this screen you may change a default location of shared virtual machines. Click change to select different path.

If you want to change a port on which Workstation Server Component will listen to, change 443 to new value. You may need to do this if you have another server (ussually HTTPS server) listening on this port. If you are unsure, leave default value.

Choose if you want to check for updates on program startup. If you do not have a specific reason to disable this option, leave it checked.

Choose if you want to send anonymous system data and usage statistics to VMware.

Choose if you want to create shortcuts for WMware Workstation in Desktop and/or Start Menu Program folder. If you are unsure, leave these options checked.

Now installer is ready to install WMware Workstation 9 on your computer. Click Continue to start.

Please wait while installer is installing WMware Workstation 9.

Now enter a License Key for your product. You may skip this step now, but you will have to enter this key on first run of program.

Installation of VMware Workstation 9 is now completed. Click Finish to exit installer.