I had the same exact problem when using vmware version 7.
I downgraded to version 6.02, and it still didnt fix the problem. I installed version 6.5 and that didnt help either, but I found out the root cause of this problem.
In my case VMware detected 3 usb peripherals. One of them was a usb drive, fingerprint reader, and of course the alfa.
When I selected the alfa card,it would give me that error in vmware 7. That error message was different in earlier versions of vmware, but im sure the solution will still work for vmware 7.
The problem is that the vmware usb drivers have not been installed for the alfa card when you plugged it in. In my case, it installed it for the fingerprint and usb storage, but not for the alfa.
You need to go into device manager and look for the yellow exclamation icon, indicating that the drivers are missing.
Right click it and point to you vmware installation folder, then it will install the vmware usb drivers for the alfa card.
If there isnt a problem in the device manager you need to disconnect and reconnect the adapater, and click connect each time, then go into device manager and install the driver.
If done correclty there will be a check mark next to the alfa card when you go into vmware and try to connect the alfa card.
Hope that helps.