Annie, do you have a copy of Windows XP to install? That's what you have to do. You have to launch VMware Player and click on the "Create a New Virtual Machine".
It will then ask where is the installer disk for the OS (XP in this case) located at? Select the drive it is located in and then click the Next button.
Next, select what the guest operating system is. If it's XP, then VMWare Client can usually guess at it. Otherwise, choose Windows from the radio button list. And then choose which version of Windows XP you are installing. Click Next.
Next, enter the Windows Product Key and then a username and password to be created on the machine. Click Next.
Next, choose a name to call you virtual machine and where to locate it's files as. Click Next.
Next, enter the amount of disk space to use for your virtual hard drive. Click Next to keep the defaults which should be good.
Review what you selected and then click FInish to begin the process. DOn't worry about formatting a hard drive. When they ask you this, you are formatting a virtual hard drive, not the actual hard drive you have Windows 7 installed on.
When it's all done, you can then launch the virtual XP machine and see if your program works there.