The vmware-any-any-update115 uses a script getversion.pl to determine for what version of VMware the vmmon module should be built. It calls:
vmware -v < /dev/null 2>&1
to determine the version. Unfortunately, if you have not run vmware-config.pl before (which is impossible since the vmmon won't compile...), the command errors out saying that vmware-config.pl has not been run. In the process, it does not actually give the version.
So, the first time vmware-config.pl is run, it builds the module for the wrong version. The second time, the above command works, since everything is configured now, and builds the module with the correct version.
Cheers, Udin 