To make it easier to access the BIOS setup screen, edit the virtual machine's configuration (.vmx) and add or edit one of these options:
bios.forceSetupOnce = "TRUE"
This forces entry to the BIOS setup at startup.
bios.bootDelay = "xxxx"
This adds a delay to the initial POST screen, showing it for longer and giving you more time to access the BIOS setup, where xxxx is the number of milliseconds to show the POST screen. (There are 1000 milliseconds in a second.) The maximum value for the boot delay is 10000 milliseconds or 10 seconds.