Here is an article that teaches you how to install Snow Leopard in VMWare using a Windows host.

Note:  the darwin_snow.iso must always be mounted in the VM’s CD/DVD drive in order for the OS to boot.   Shutting down the VM by pressing shut down in the OS will cause a kernel panic.  The around it is to open the .vmx file associated with the virtual machine and change smc.present from true to false.