Like ca0s said, there are exploits for VM, however they are not public, therefore you shouldn't worry about that. The only way for someone to know you're using a VMware would be through a User-Agent or a service running.
If I recall correctly all the services running can be configured and also they don't specify that you're using a VM so you shouldn't have any problem there.
Also most exploits aren't created for the tools like VMWare and VirtualBox, but for stuff like SandBox, because that actually ensures that the user is using the correct OS.
It's pointless to execute a Windows Exploit to break out of a VM if you're running it on a Linux Box or the reverse.
Also it (usually) doesn't has anything to do with your configurations, when running sandbox you can chose to execute in the sand box and out, if you execute the first program inside and the second one out of sandbox you can have problems, but that's the same as just running it with no security measures, so you should be fine.
Sometimes you just got to trust the program coders