The network interfaces that get configured by vmware always fall into the ‘unidentified realm’. The reason seems to be tied to the lack of a router or default gateway entry for the address.
So we cheat, and add in a router entry for the networks that is the same as the IP address of the connection and bingo, you get the option to put it into another network and give it a label! So I put both the VMware network interfaces and the Microsoft loopback interface into a group called ‘local only’, and providing I don’t use any grotty windows virtual machines, it should service me well. Of course, this is all purely academic for those who don’t use vista