Hi !
I don't know for ZBrush and Rhino but Carrara and Hexagon are working pretty well on VMWare, as well as ProjectMessiah and also XSI !
I can't see why either Rhino or ZBrush wouldn't run well on VMWare since XSI is a pretty big program and run without any problem, using the 2 cores of my iMac here.
Cheers,
Laurent aka Tartiflette