VM Player needs to be compiled for your kernel. You should look at the
pre-requisites. I think that build-essential covers most of them. However,
it has been a long time since I installed VMWare since VirtualBox works so
much better.

BTW, you can use VMs in VirtualBox as well. You create a new VM but point it
to the VMWare file. I have not used this in awhile either.