If you have installed the XP as the operating system, you will always be booting XP first as VMware is just the virtual system which makes you to run multiple operating systems at a single time.
Just explaining with an example: Operating system is the base of the system tree and you can have many branches over it but to reach branches , you need to go through the base and thats the operating system. A virtual appliance is a pre-built, pre-configured and ready-to-use enterprise software application on a virtual machine
The only wayout is that you can install 2 operating system in your system doing the partition, which will further give you the option to choose the operating system while booting but that will not work with VMware Player. Please read below as it is explains that.
With VMware Player, you can use any virtual machine created by VMware Workstation, VMware Fusion, VMware Server or VMware ESX, as well as Microsoft Virtual Server virtual machines and Microsoft Virtual PC virtual machines.Use 32- and 64-bit Windows, Linux, NetWare, or Solaris x86 operating systems side-by-side, without rebooting or partitioning your hard drive. I would prefer Windows Xp professional for home systems and Linux for servers in this case.
I hope this clears the question.