Windows cannot update your roaming profile

Getting User Environment error when exiting published app “Windows cannot copy file x:\documents and settings\....\Vmware\hgfs.dat to location \\server\...\VmWare\hgfs.dat”
Registry fix need to be applied as per VmWare tech support white paper.
Windows Guest Cannot Update hgfs.dat

Question
When I log off from a terminal server in a virtual machine, why do I get these messages?

Windows cannot copy file C:\Documents and Settings\\Application Data\VMware\hgfs.dat to \\\\\\Windows\profile\Application Data\VMware\hgfs.dat

Windows cannot update your roaming profile. Reason: The process cannot access the file because the file is being used by another process.

Answer
If you use Terminal Services (TS) to connect to a virtual machine running a terminal server, and you have the roaming profiles feature enabled, TS caches your profile in the virtual machine for the duration of your TS session. When you log off
at the end of the session, TS tries to rewrite your profile to the roaming profile server.
If you also have the VMware shared folders feature enabled in the virtual machine, TS tries to copy the file hgfs.dat back to the roaming profile server. This operation fails because VMware Tools keeps the file open with exclusive access; the file cannot be accessed by the Windows guest. This results in the error messages you have seen.
These messages are seen only by the first user to log on through TS; subsequent logons do not cause the user profiles to be cached, because the shared folders feature was not designed for concurrent session access.

You can safely ignore the failure to copy the roaming profile, but you may lose changes to your shared folder mappings that were made in the current session.
The shared folders feature is not supported by ESX Server or GSX Server, but is enabled when you install VMware Tools with the Complete option. The feature is not enabled when you install VMware Tools with the Typical option under these products.

You can work around the problem by changing a value in this registry key:

HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\NetworkProvider\Order\

The workaround disables the VMware shared folders feature in the virtual machine. Since the feature is not supported by ESX Server or GSX Server, disabling it is not a problem. However, if you migrate the virtual machine to Workstation, you will not
have access to VMware shared folders unless you re-enable the feature.

Caution: This procedure involves modifying the registry. Incorrect changes to the registry can leave your system unstable or unable to run. Always back up the registry before editing it and exercise caution in making changes to the registry. VMware takes no responsibility for problems that may arise.

Access the Windows Registry. Choose Start > Run, then type regedit. The Registry Editor window opens.
Navigate to HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\NetworkProvider\Order\.
Right-click ProviderOrder and choose Modify. In the Edit String Value dialog box, edit the value data string and remove the word hgfs.
For example, if the value data string contains LanmanWorkstation,hgfs then change it to LanmanWorkstation.
If the value data string contains only hgfs, then erase it and leave the value data string empty. Click OK. Close the registry editor. Choose File > Exit.
Reboot the virtual machine. If you ever want to re-enable the VMware shared folders feature, add ,hgfs to the end of the value data string, or set the string to hgfs if it is empty. Alternatively, you can reinstall VMware Tools, using the Complete option to re-enable shared folders.