I created a vmdk file that is associated with the usb key. I then added a scsi hard drive where the windows was actually installed.
I might have done something incorrect during the install but everything seems to work now and I am able to use windows.
Please take a look at the storage tab attachment.
I still have one issue: I am not able to use the machine without the USB key.
If the USB key is not plugged I get an error message (please see error message attachment).
If I remove the vmdk file, the machine won't load and I get in the virtual machine the following message:
INT18: BOOT FAILURE
Thank you for any possible suggestion!