copy live vmdk disk
Here's is the exact process how to clone or copy a running virtual machine:
http://virtuallyhyper.com/2012/04/cloning-a-vmdk-while-the-vm-is-powered-on/
Hope this helps.
This is another article described how to copy vmdk files to an external USB drive: http://www.vladan.fr/plug-in-the-external-usb-drive-to-esx-server-directly-to-backup-or-copy/ But I would personally do that simply browsing the datastore and copying the vmdk files off.