When I shutdown the VM it still leave a big black window open with the start button in the middle. It gets closed when I quit VMware Fusion. In the VMware preferences I had set the Power off the virtual machine hoping it also would close this big black window. It does not.

Is there an option I have not found yet?

What I actually would want to see is the Virtual Machine Library from which I could start the VM I want. And when shutting down a VM I would want to get back to the Virtual Machine Library again (I have this in Parallels).