Download the .Net Framework Verifier here:
http://www.buddyfiles.de/dev/Tony/netfx_setupverifier_new.zip Run it to make sure you have all the required files. You probably do because the Endscnene error makes me think it's a DirectX issue, but it's best to be safe.
Also, make sure to update your DirectX on the XP guest to at least 9.0c. I'll take a look and see if I can find a redistributable somewhere for it and then post the link.
Edit: The link for the DirectX 9.0c redistributable file is here:
http://www.softpedia.com/progDownload/DirectX-9.0c-Redistributable-Download-3545.html
I need to add something about about the DirectX to the tutorial. Versions before and after seem to give HB a bit of an issue when it runs virtualized. I assume the host OS is able to handle d3d with no problems? When you type glxgears in a terminal what happens? And inside the XP guest try running the command dxdiag and see if you are able to run the d3d tests okay with your current set-up. A little more info about the system you are hosting the Virtual Machine on might help i.e., CPU, memory, graphics etc...
Also, try re-installing VMware Tools and see if that helps.
And as a final piece of advice. Sometimes powering down and restarting the Virtual Machine helps.
