Let me clarify here. I do have VMware tools installed on many of my VMs. The first answer (mcowger) was not valid, because it requires the use of the mouse, and it's actually not even true. For example:
I pull a VM (with tools installed) over this space where I'm typing this response, with the mouse in it, and we don't want to use the mouse anymore.
I hit ctrl+alt to get out of the VM.
I alt+tab to this VMware Communities browser window.
I alt+tab back to my VM.
I can't get back into it.
Actually, even if I move the mouse around after alttabbing back into it (not clicking), it doesn't go into the VM. Alttabbing again goes back to this browser window outside of the VM, so the mouse-over comment isn't correct (but we are trying to do this without a mouse anyway).