VMware Player and Workstation has a few different connection methods.
One of which is NAT networking, this simply shares the current host network connection with the guest and unless you set up port forwarding, it does not directly accept incoming connections. As far as other machines are concerned, the network connection is going to the host.
On the other hand, Bridged networking (which I assume you are using) is the equivalent of splitting your network card in half - as far as the rest of the network is concerned, it is a separate fully accessible device on the network.
If you are sharing the network in Bridged mode and over Wireless, you have to remember that whilst it should still physically connect to the router/access point, it will most likely be subject to the same restrictions you have on other devices such as MAC filtering.
Check the security settings on you router/access point, and if you are still having problems - and are not directly accessing/hosting through the VM, I would suggest you change the networking mode to NAT.