I just built that module just a week ago on Vmware workstation 9.0 here for my ubuntu guest OS, 64-bit. Using a Windows 7 64-bit Host. It was working fine. Make sure you update your headers first in your terminal. You will need to add the dkms module in your linux box for that module to build. Here is the codes I used. Make sure your Ubuntu linux box is upgraded also before you begin on your module for that fullscreen goodness.
I used the same generic kernel headers that comes with Ubuntu 12.10 here. Looks like your headers need to be updated also to a higher grade, I will give the code for the correct headers you need for your module below. I do not think it will build under linux 3.5.0-23 but I never tried it. Try to purge your linux 3.5.0-23 headers and just try to build it in linux 3.5.0-25 if you can.
sudo apt-get purge linux-headers-3.5.0-23-generic
sudo apt-get install linux-headers-3.5.0-25-generic
sudo apt-get update && sudo apt-get upgrade
Then we will need our module. Lets get it from the apt-get along with its tools.
sudo apt-get install open-vm-tools
sudo apt-get install open-vm-dkms
If you get an error on building your module, try to purge the dkms or the VM tools and start over with the apt-get purge command in your terminal, followed along by the proper name for those tools in the codes above. Looks like just an outdated kernel headers from what you listed on why it will not build for you.
sudo apt-get install open-vm-toolbox
You will need to reboot your linux guest OS inside of your Vmware and then power your hypervisor back off. Then power it back on to get that module to work. If you get an error on building that module try again. I am not sure on your experience level in linux so if this comes as a matter of course to you, let us know in the forums.