In their website vmware claims that if we are "Unable to locate the ISO image for the VMware Tools installation" then we can just download it. I followed the link indicated and I can find ISO's for the case where the guest is Windows. But what I need is an ISO for the case when the guest is linux (Ubuntu). Where are the ISOs?
They are certainly there. Just have a look at this page: http://packages.vmware.com/tools/esx/latest/index.html
That is a subdirectory of the site linked to by VMWare and certainly does not just have Windows.