I've noticed it a couple of times, that after installing VMWare on Windows there's a sudden decrease in network performance. I noticed it mostly when playing online games, where a fast ping is much appreciated ;)

After a lot of resultless searching, I found the reason for my problems:

There's a thing called "Network connection priority" in Windows, it seems that that's the order how windows processes network packets. After installing VMWare there are 2 Adapters (the default ones VMNet1 and VMNet8.. this depends on your VMWare network settings) in front of my normal ethernet connection. So every time a packet comes in, it has to go through the VMWare Stack... And that adds latency. After putting my ethernet connection at the front of the list, everything was smooth again.

I haven't seen any side effects so far, but I don't use bridged networking in VMWare. I wouldn't be surprised if bridged doesn't work anymore after changing this.

Microsoft has a KB article on how to change the order: https://support.microsoft.com/en-us/kb/2526067