If you still use VMWare, your Windows guest system will benefit from an installation of VMWare Tools.

The VMWare Tools package is usually installed into this directory:

c:\Program Files\VMware\VMware Tools

It turns out that running the executable:

c:\Program Files\VMware\VMware Tools\VMwareResolutionSet.exe

leads to it trying to lead a phantom DLL:

c:\Program Files\VMware\VMware Tools\VMwareResolutionSet.dll

So, as usual, creating your own payload DLL and placing it in that location can help us to load it via proxy.