The NAT and Network configuration tool available for Windows users in VmWare Workstation used to be available for VmWare Player users too but since release 6, it's become a little harder to get.
All you need are two files: vmnetcfg.exe and vmnetcfglib.dll. You can find them both in a typical Workstation installer (the free trial version too), by running this command against the installer:
VMWare-worksation-INSTALLER_NAME.exe /e .\unpack
now just browse to the newly created unpack folder and rename _vmnetcfglib.dll without the leading underscore, then copy both in your Player installation directory.