wlan0 and wireless "non existing" problem

Hi, I'm new here in the forum, so if this isn't the right section to post, I apologize!

I've installed kali just today, in a NAT network adapter mode in the VMware;
then I've installed the VMTools, in the entire process everything goes ok!

But, after all, I've looked at the internet connection icon, and shows that I was "wire connected"
(I just use wifi but... probably because something of my NAT option;

The iceweasel works great, I have internet access, that's ok

But my wlan0 doesn't work, it does not show at all, it doesn't "exist" (tryed the iwconfig and some others)

Attachment 1738

I've followed a tutorial, to install de drivers and compat wireless files;

follow the procidure, and goes good!
after the reboot, I've wifi options and wlan0 "existing" (if I try to iwconfig in terminal, and it shows all the information, it was really great and usefull)

life goes on, and after a while I've closed the virtual machine... and open some time later, and the wlan0 problem came back
everything equal before, except that now, I've a "CD in my machine", even if I reboot the CD still stays there! this CD is the compat wireless one I think.

Attachment 1739

I tryed to execute the comands again to reactivate de wlan0 with the cd in my desktop, but it didnt worked!

I don't know if I just to program an auto start up activation wlan0 or something
so I'm here to ask help! if anyone knows something, I'll apreciate!

Let me know if some info is missing to the history make sense!!

I'm brazilian, so ignore de english grammar erros!