VMware Fusion 4 and Time machine

#1
I upgraded my Fusion 3 to 4. VMware listed Time Machine support as one of the upgrades. How should I use it? When I search the help, it says that I should not use Time Machine on virtual machine files. Instead I should put the files I like to be backup onto shared files. Why? I don't need them on the OS X, but I need them to be backup.
 
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