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Can anyone pls advise pros and cons of doing this?

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Why would you do this? If you don't want the changes you simply do not save the file, if you do want to save the changes, you confirm that prompt. Copying the file while the virtual machine is running would serve no purpose since you would also have to copy the cache file, and I can tell you, its extremely hard to transfer and merge the cache file manulaly. – Ramhound Oct 7 '11 at 13:39
Because I want periodical backups of the entire machine without having to shutdown. – tishma Oct 7 '11 at 13:45
You would have to use the snapshot ability ( if it exits and I am not geting confused with VMWare). – Ramhound Oct 7 '11 at 18:20

Pro are you have an extra copy of the VDI (VM disk) file.

The Cons are only getting a crashed consistent state. That is if you VM crashed and rebooted, that would be the state your copy of the VDI.

If you are making a periodical copy of your physical machine without shutting down, you are better off hibernating the VM then making a backup for consistency's sake.

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