Bridging the connection essentially means that the host OS will leach off the host OS's connection without any NAT rules etc. In other words, if the connection works in your host OS and you can make NAT work there is no reason why bridged mode shouldn't work as well.
I personally use this mode on my macbook and have not had any issues with it. The only preparation I do is to make sure the connection is working in the OSX before I start up VMware.



