So to do this you will need to use a raw device mapping.
Step 1- create lun, and present it to all hosts in your cluster using the same lun id
Step 2- rescan all hba's on all hosts in your cluster
Step 3- edit settings on your vm, add hard drive, choose raw device mappings, and you should be off to the races.
a note about compatibility mode- physical compatibility mode is required if you are using the lun for microsoft cluster services, or if you want to be able to grow the lun without shutting down the vm. however in physical mode, if you take a snap of the vm, your lun will not be included. Virtual compatibility mode doesn't work with cluster services, and requires brief downtime if you want to grow the lun, however it is included in snapshots and hence backup if you're using a vmware integration for your backup