Trying to install Windows on a virtual machine -- trouble with install files

I am using a hosted server through godaddy so I don't have access to the CD-ROM to insert Windows to install a new virtual machine.  I don't know how else I can get Windows installed...Ideas?  I tried putting VMDK files out but it doesn't recognize them.  I am fairly clueless about this product and virtual machines...How else could I get Windows installed?
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So do you have a dedicated server and you installed vmware on it and now you want to install windows on the virtual machine?

You could upload a CD image (.iso) of the windows installation CD to the host machine and mount the file as a CD drive using the VMWare server administrator.

Or you could load the whole machine locally and upload it.  You're on the right track with uploading the vmdk, but you have to do more.  You either have to upload the .vmx file too (upload everything in your vmware directory) or you have to make a new VM and then attach the uploaded .vmdk files to the newly created virtual machine.

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