The same installer is used and the same problem did occur with VMWare Workstation 9.
The problem is common on Windows systems which have removed the Internet Explorer.
Open a terminal and run
setup.exe /e FolderpathToExtractTo
setup.exe /e c:\VMWareSetup
Go in the directory and run vmwareworkstation_x64.msi or vmwareworkstation_x86.msi and wait till it finishes. That's it. It definitely worked for VMWare Workstation 9.0
Be aware that an extraction with 7zip will fail.