You can set the virtual machine to grab mouse and keyboard input. When input is grabbed, the mouse pointer is confined to the virtual machine window, and all keyboard and mouse input is directed to the virtual machine.
Ordinarily, with VMware Tools installed, when you click in the virtual machine, Fusion directs keyboard and mouse input to the virtual machine. When you click on your Mac desktop, keyboard and mouse input is directed to your Mac host. You can force all input to the virtual machine.