Its happening because you're trying to use Aircrack on the same wifi card you're using to connect to the internet or elsewhere with Backtrack. (probably your Access Point).

this means you're...

You need both;

Since Nessus and OpenVAS and friends will give you a good idea of your landscape and what is in front of you. Think of it as a wide-angle view of the Castle :)

Once you see that...

Are you attaching it as a USB device or as a Network Adaptor?

Attaching it as a network adaptor will NOT work. Since all you are doing is virtually mapping the device via VMWare's drivers to the...

Well, the live can also be persistent, so it depends what you want to do with it. If you will need to refer back to data you have created and/or saved again in the future you will need persistence.
...