Thx God! I have understood that happened!
In VMWare Workstation 7 before installing process apears a message says something about "Easy install Feature for Some Guest Operating System" If I agree and continue installation In this way I have got a problem described above.
So I tried to create a new clear virtual machine, without connecting any iso images and choosed Guest OS I want. And if I begin an installation of Zentyal after that action - the problem disappear.