Download and install
http://www.vmware.com/products/player/
Download the CentOS 5.5 iso from
http://vault.centos.org/5.5/isos/i386/CentOS-5.5-i386-netinstall.iso
Create a new LInux virtual machine in vmware player
mount the iso
Start the virtual machine
Install CentOS chose as minimal install as possible
when you are done follow the blog posting at
http://kenneththorman.blogspot.com/2011/05/installing-sugarcrm-from-scratch-on.html
Setup and configure samba
http://technicians-blog.kingcomputer.com.au/setup-samba-on-linux-centos-server/
Get the IP address of the linux machine (if this is a vm that is directly attached to the LAN then it is a good idea to change the DHCP lease to a static one if possible or give it a static IP address)
get the ip with ifconfig
Make an entry in the hosts file on windows
XXXXXXXXXX linuxdev.local
Make sure that any interfering firewalls (windows firewall or iptabels does not interfere)
Map the created network share on Windows