Hopefully, this page will soon become unnecessary.
NOTE: The version.h problem detailed below has been fixed with the latest edition of VMware-player. I don't know about Workstation. It is also no longer necessary to use the patch mentioned below for 3.8.x kernels. I'm going to leave the page up in case it happens again.
Recently, there have been several posts on various forums from people who run Fedora, then install VMware-player or other VMware products. When they first start player (or whatever) they get an error that VMware cannot find kernel headers, please specify a valid path.
The problem has to do with Fedora either changing or overlooking putting version.h in /lib/modules. Therefore, even if one has kernel-devel and kernel-headers installed, VMware can't find it.
The solution is to copy or link version.h.
cp /usr/include/linux/version.h /lib/modules/<kernel-version>/build/include/linux/
(If your browser broke that, it should be on one line). You need root privilege to run the command, so either run it as root or use sudo. Replace <kernel-version> with your kernel--the directory should be in /lib/modules. On 3.8.x kernels, you may also have to apply the patch shown at this thread on VMware communities. Directions are given in the third post.
While the two problems above have been fixed, I will mention one other issue as it was harder to find the answer than I would have expected.
I usually install the minimal version of Fedora, then install a minimal version of X. Afterwards, downloading the VMware-player package, when I tried to run it (it's installed by making it executable then running, as root or with root privilege ./<package_name> in the directory where the package is located) I wouldn't get any error but I would be returned to a command prompt, with nothing happening.
It turned out that I hadn't yet installed tar. Before installing VMware-player on Linux, install tar.