I'm always being foiled by the boot screen of a VM, even with a VI 2.5 client pointing directly at an ESX 3.5 host, the BIOS splash screen goes by way too fast for me to change the boot order.
Adding the following to the vmx file of the box sorts it out though
bios.bootDelay = "boot delay in milliseconds"
Might consider setting this to 5000 as a standard!
UPDATE As pointed out by reader Morgan, this is now configurable via the VM options in the VI client GUI. Thanks Morgan!