In this video I used VirtualBox as an example. However, with VMware and ShadowDefender you should also make sure that you set these programs correctly.
Thanks @askalan for this video, Guest Additions are surely important when we deal with malware testing in a VM. I would want also to say a very interesting tip: some malware samples can recognize virtual environments (for example Virtual Machine environment or sandbox environment) and they don't start. Also, even if a malware test is performed in a virtual machine, it's always important to isolate the virtual environment from the real environment (disabling file sharing, etc.)