The VMware BIOS passes that quickly, that you have no chance to enter the BIOS. If you want to access the BIOS to change the boot order, edit the .vmx file of you virtual machine with a text editor and add the following line.

bios.forceSetupOnce = "TRUE"

The next time you boot up the virtual machine, it will automatically boot into the BIOS. This configuration option then reverts to FALSE. You must set the option to TRUE each time you want to boot the virtual machine into the BIOS.