I can confirm this issue too. I can't figure out how to make it work... I have used the same exact set-up on my iMac (windows 7 + vmware image) and it worked flawlessly.
I originally believed it to be a driver issue, so I wiped my laptop and installed a clean copy of 7. Same issue. Tried it with both the VMWare image and LIve CD.
There's an issue with this particular set-up and the laptop which I cannot figure out. Everytime you try to connect to the VM and disconnect from host you get an error that the Realtek is in use.
Wish I knew how to fix this... It's the Alfa awu036h.