Problem
You've done a minimal install of CentOS 5.x on a system you intend to use as a VMware Server host.
vmware-config.pl complains about a missing libXtst library, and will later complain about a missing gcc (and components) when you go to build the modules.
Solution
# yum -y install libX11-devel libXtst gcc kernel-headers kernel-devel xinetd
# mkdir /usr/src/linux
# ln -s /lib/modules/`uname -r`/build/include /usr/src/linux/include
# chkconfig xinetd on
Now everything should work correctly.
Note: beware special versions of kernels; ie if you have a
PAE kernel, you need to install
kernel-PAE-devel instead of
kernel-devel.
(Based on
this page.)