A complete uninstall, reboot, followed up by a new install of VMware Tools fixed it.
There are now more files in that particular folder, seems like windows had files open and deleted them during a reboot after the automated update.
As I'm seeing problems with the copy&paste integration with a Windows XP VM as well I think I know now how-to fix that problem there as well Image may be NSFW.
Clik here to view.
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Wil
