1. Edit the NAT configuration file.
$ sudo vi "/Library/Preferences/VMware Fusion/vmnet8/nat.conf"'
3128 = 192.168.19.69:3128
E.g. I want to forward the client request from port 3128 into a web server running on VM using port 3128.
Typically you will need to restart the VM for the effect to take changes. Another solution is just restarting the NAT service by executing the following command:
sudo "/Applications/VMware Fusion.app/Contents/Library/vmnet-cli" [--stop|--start]