How do I stop Ubuntu from intercepting the super key when running VMware?

Pressing the Super key invokes the Unity Dash.

Pressing and holding the Super key invokes the keyboard shortcut overlay.

I suspect you are doing the later, based on your description.

Nevertheless, you could change the key used to invoke the Unity Dash using Unity Tweak Tool. This way, VMware will get your key-press signal immediately, when you press Super.

1. Install Unity Tweak Tool

   sudo apt-get install unity-tweak-tool
   

2. Launch Unity Tewak Tool.

3. In the Unity section, select Additional.

4. Click on <Super> next to Show the launcher.

5. Select a different key (or key-combination) to invoke the launcher.